Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1137730.3339 | 986825.8318 | 150904.5021 | 3361017.4385 | 151976.5451 | 3209040.8934 |
Total P&L (%) | 1137.7303 | 986.8258 | 150.9045 | 3361.0174 | 151.9765 | 3209.0409 |
Avg Daily Profit (%) | 0.4898 | 0.4249 | 0.065 | 0.1527 | 0.0398 | 0.1508 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -166402 | -88774 | -226280 | -8599760 | -7577778 | -2949961 |
Profit Factor | 1.8598 | 2.4539 | 1.2341 | 1.1611 | 1.012 | 1.3916 |
Total Trades | 280 | 140 | 140 | 280 | 140 | 140 |
Winning Trades | 84 | 44 | 40 | 84 | 44 | 40 |
Losing Trades | 196 | 96 | 100 | 196 | 96 | 100 |
Profitability (%) | 30 | 31.4286 | 28.5714 | 30 | 31.4286 | 28.5714 |
Ratio Avg Win / Avg Loss | 4.3394 | 5.3541 | 3.0853 | 2.7091 | 2.208 | 3.479 |
Largest Winning Trade | 495065 | 495065 | 64534 | 5477431 | 5477431 | 3277194 |
Largest Losing Trade | -34289 | -34289 | -24799 | -1987501 | -1987501 | -1018608 |
Avg Bars in Trades | 24 | 24 | 23 | 24 | 24 | 23 |
Avg Bars in Winners | 56 | 54 | 58 | 56 | 54 | 58 |
Avg Bars in Losers | 10 | 10 | 9 | 10 | 10 | 9 |
Bars Traded | 6747 | 3432 | 3315 | 6747 | 3432 | 3315 |
Profit Streak | 18.1223 | 0 | 18.4556 | 18.1223 | 0 | 18.4556 |
Trades During Streak | 1 | 0 | 1 | 1 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 308638 | 270298 | -118804 | -40084 | -353096 | -4045 |
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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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