Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 800995.7694 | 596285.4861 | 204710.2833 | 1476834.0116 | 1693250.1925 | -216416.1809 |
Total P&L (%) | 800.9958 | 596.2855 | 204.7103 | 1476.834 | 1693.2502 | -216.4162 |
Avg Daily Profit (%) | 0.5378 | 0.4004 | 0.1375 | 0.1854 | 0.194 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -136676 | -109520 | -70803 | -6492359 | -5164195 | -2915212 |
Profit Factor | 2.0358 | 2.4323 | 1.5734 | 1.0543 | 1.1164 | 0.9829 |
Total Trades | 224 | 112 | 112 | 224 | 112 | 112 |
Winning Trades | 98 | 38 | 60 | 98 | 38 | 60 |
Losing Trades | 126 | 74 | 52 | 126 | 74 | 52 |
Profitability (%) | 43.75 | 33.9286 | 53.5714 | 43.75 | 33.9286 | 53.5714 |
Ratio Avg Win / Avg Loss | 2.6175 | 4.7366 | 1.3636 | 1.3555 | 2.1741 | 0.8519 |
Largest Winning Trade | 436981 | 436981 | 67013 | 4438522 | 4438522 | 2070556 |
Largest Losing Trade | -36138 | -24278 | -36138 | -1136200 | -1136200 | -1025806 |
Avg Bars in Trades | 78 | 52 | 103 | 78 | 52 | 103 |
Avg Bars in Winners | 123 | 78 | 151 | 123 | 78 | 151 |
Avg Bars in Losers | 43 | 39 | 48 | 43 | 39 | 48 |
Bars Traded | 17516 | 5905 | 11611 | 17516 | 5905 | 11611 |
Profit Streak | 0 | 0 | 7.9857 | 0 | 0 | 7.9857 |
Trades During Streak | 0 | 0 | 1 | 0 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 487303 | 283628 | -6901 | -154182 | -89873 | -579896 |
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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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