Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 552703.5883 | 322675.8485 | 230027.7398 | 2287951.6774 | 1709698.8612 | 578252.8162 |
Total P&L (%) | 552.7036 | 322.6758 | 230.0277 | 2287.9517 | 1709.6989 | 578.2528 |
Avg Daily Profit (%) | 0.3288 | 0.192 | 0.1368 | 0.1889 | 0.1724 | 0.1139 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -84550 | -130197 | -77810 | -1031862 | -710236 | -861822 |
Profit Factor | 1.5577 | 1.6231 | 1.4861 | 1.3862 | 1.5255 | 1.2165 |
Total Trades | 357 | 179 | 178 | 357 | 179 | 178 |
Winning Trades | 155 | 65 | 90 | 155 | 65 | 90 |
Losing Trades | 202 | 114 | 88 | 202 | 114 | 88 |
Profitability (%) | 43.4174 | 36.3128 | 50.5618 | 43.4174 | 36.3128 | 50.5618 |
Ratio Avg Win / Avg Loss | 2.03 | 2.8467 | 1.4531 | 1.8066 | 2.6755 | 1.1895 |
Largest Winning Trade | 89205 | 89205 | 44098 | 1032612 | 1032612 | 430363 |
Largest Losing Trade | -25579 | -18281 | -25579 | -430196 | -307774 | -430196 |
Avg Bars in Trades | 14 | 18 | 9 | 14 | 18 | 9 |
Avg Bars in Winners | 19 | 30 | 12 | 19 | 30 | 12 |
Avg Bars in Losers | 9 | 11 | 6 | 9 | 11 | 6 |
Bars Traded | 4998 | 3285 | 1713 | 4998 | 3285 | 1713 |
Profit Streak | 9.8097 | 25.4764 | 0 | 9.8097 | 25.4764 | 0 |
Trades During Streak | 1 | 3 | 0 | 1 | 3 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 437647 | 267354 | -8404 | 356894 | 258350 | -40160 |
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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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