Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 989144.0489 | 869882.9976 | 119261.0513 | 568070.6715 | 147299.3481 | 420771.3235 |
Total P&L (%) | 989.144 | 869.883 | 119.2611 | 568.0707 | 147.2993 | 420.7713 |
Avg Daily Profit (%) | 0.4271 | 0.3756 | 0.0515 | 0.082 | 0.0391 | 0.0713 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -175083 | -123314 | -201648 | -2021974 | -1758063 | -538569 |
Profit Factor | 1.6059 | 2.0521 | 1.148 | 1.0795 | 1.0367 | 1.1347 |
Total Trades | 363 | 181 | 182 | 363 | 181 | 182 |
Winning Trades | 126 | 54 | 72 | 126 | 54 | 72 |
Losing Trades | 237 | 127 | 110 | 237 | 127 | 110 |
Profitability (%) | 34.7107 | 29.8343 | 39.5604 | 34.7107 | 29.8343 | 39.5604 |
Ratio Avg Win / Avg Loss | 3.0207 | 4.8263 | 1.7539 | 2.0305 | 2.4381 | 1.7335 |
Largest Winning Trade | 533228 | 533228 | 60019 | 1374011 | 1374011 | 223173 |
Largest Losing Trade | -27809 | -23989 | -27809 | -308291 | -308291 | -189699 |
Avg Bars in Trades | 38 | 35 | 40 | 38 | 35 | 40 |
Avg Bars in Winners | 71 | 72 | 70 | 71 | 72 | 70 |
Avg Bars in Losers | 20 | 19 | 21 | 20 | 19 | 21 |
Bars Traded | 13823 | 6458 | 7364 | 13823 | 6458 | 7364 |
Profit Streak | 13.3655 | 0 | 14.8655 | 13.3655 | 0 | 14.8655 |
Trades During Streak | 1 | 0 | 1 | 1 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 344689 | 191653 | -183790 | -218381 | -327882 | -172118 |
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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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