Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 534920.9951 | 312901.4702 | 222019.5249 | 1971570.843 | 1945694.0629 | 25876.78 |
Total P&L (%) | 534.921 | 312.9015 | 222.0195 | 1971.5708 | 1945.6941 | 25.8768 |
Avg Daily Profit (%) | 0.3157 | 0.1847 | 0.131 | 0.179 | 0.1783 | 0.0136 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -138741 | -120821 | -108288 | -1252289 | -468265 | -820234 |
Profit Factor | 1.4353 | 1.523 | 1.352 | 1.4622 | 2.039 | 1.0108 |
Total Trades | 398 | 199 | 199 | 398 | 199 | 199 |
Winning Trades | 172 | 86 | 86 | 172 | 86 | 86 |
Losing Trades | 226 | 113 | 113 | 226 | 113 | 113 |
Profitability (%) | 43.2161 | 43.2161 | 43.2161 | 43.2161 | 43.2161 | 43.2161 |
Ratio Avg Win / Avg Loss | 1.8859 | 2.0012 | 1.7765 | 1.9213 | 2.6791 | 1.3282 |
Largest Winning Trade | 70948 | 70948 | 43125 | 711514 | 711514 | 324298 |
Largest Losing Trade | -26033 | -18281 | -26033 | -338198 | -180455 | -338198 |
Avg Bars in Trades | 12 | 12 | 13 | 12 | 12 | 13 |
Avg Bars in Winners | 17 | 16 | 19 | 17 | 16 | 19 |
Avg Bars in Losers | 8 | 8 | 8 | 8 | 8 | 8 |
Bars Traded | 5079 | 2425 | 2654 | 5079 | 2425 | 2654 |
Profit Streak | 4.1422 | 36.1422 | 0 | 4.1422 | 36.1422 | 0 |
Trades During Streak | 1 | 4 | 0 | 1 | 4 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 384507 | 348417 | -18451 | 348387 | 408886 | -388678 |
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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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