Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 580899.9237 | 449198.3946 | 131701.5291 | 1410918.297 | 321273.4523 | 1089644.8447 |
Total P&L (%) | 580.8999 | 449.1984 | 131.7015 | 1410.9183 | 321.2735 | 1089.6448 |
Avg Daily Profit (%) | 0.5577 | 0.4312 | 0.1264 | 0.261 | 0.1382 | 0.238 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -95731 | -95247 | -67922 | -975470 | -872797 | -367255 |
Profit Factor | 2.0077 | 2.4812 | 1.4821 | 1.3875 | 1.1608 | 1.6632 |
Total Trades | 186 | 93 | 93 | 186 | 93 | 93 |
Winning Trades | 60 | 30 | 30 | 60 | 30 | 30 |
Losing Trades | 126 | 63 | 63 | 126 | 63 | 63 |
Profitability (%) | 32.2581 | 32.2581 | 32.2581 | 32.2581 | 32.2581 | 32.2581 |
Ratio Avg Win / Avg Loss | 4.2163 | 5.2106 | 3.1124 | 2.9137 | 2.4376 | 3.4928 |
Largest Winning Trade | 330374 | 330374 | 33385 | 502252 | 502252 | 452996 |
Largest Losing Trade | -13633 | -13633 | -11478 | -153865 | -153865 | -145454 |
Avg Bars in Trades | 129 | 123 | 135 | 129 | 123 | 135 |
Avg Bars in Winners | 264 | 246 | 282 | 264 | 246 | 282 |
Avg Bars in Losers | 65 | 64 | 65 | 65 | 64 | 65 |
Bars Traded | 24093 | 11495 | 12598 | 24093 | 11495 | 12598 |
Profit Streak | 19.6103 | 0 | 20.1103 | 19.6103 | 0 | 20.1103 |
Trades During Streak | 1 | 0 | 1 | 1 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 343485 | 256350 | -28571 | 177126 | -58378 | 175051 |
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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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