Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 818793.1621 | 731789.1027 | 87004.0594 | 585446.9051 | -1068572.8068 | 1654019.7119 |
Total P&L (%) | 818.7932 | 731.7891 | 87.0041 | 585.4469 | -1068.5728 | 1654.0197 |
Avg Daily Profit (%) | 0.4229 | 0.3779 | 0.0449 | 0.0995 | 0 | 0.148 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -109886 | -134352 | -40865 | -2078364 | -3431349 | -637322 |
Profit Factor | 1.8302 | 2.2958 | 1.2064 | 1.0454 | 0.8646 | 1.3312 |
Total Trades | 240 | 120 | 120 | 240 | 120 | 120 |
Winning Trades | 85 | 40 | 45 | 85 | 40 | 45 |
Losing Trades | 155 | 80 | 75 | 155 | 80 | 75 |
Profitability (%) | 35.4167 | 33.3333 | 37.5 | 35.4167 | 33.3333 | 37.5 |
Ratio Avg Win / Avg Loss | 3.3375 | 4.5915 | 2.0107 | 1.9064 | 1.7293 | 2.2187 |
Largest Winning Trade | 562352 | 562352 | 44672 | 2036302 | 2036302 | 828206 |
Largest Losing Trade | -27546 | -18666 | -27546 | -407376 | -407376 | -315547 |
Avg Bars in Trades | 95 | 106 | 85 | 95 | 106 | 85 |
Avg Bars in Winners | 171 | 196 | 149 | 171 | 196 | 149 |
Avg Bars in Losers | 54 | 61 | 46 | 54 | 61 | 46 |
Bars Traded | 22976 | 12753 | 10223 | 22976 | 12753 | 10223 |
Profit Streak | 21.656 | 0 | 31.156 | 21.656 | 0 | 31.156 |
Trades During Streak | 1 | 0 | 2 | 1 | 0 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 343789 | 259654 | -136370 | -233090 | -584717 | 82487 |
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# | Side | Entry time | Exit time | Entry price | Exit price | PnL | PnL % (gross) | PnL % (after margin) | Duration | Equity (Compounded 1000) | Equity (Chart Exit) | Δ $ (Chart - Table) | Equity (Fixed 1000) |
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