Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 770014.3001 | 630277.6263 | 139736.6738 | 340797.9692 | 90499.7144 | 250298.2548 |
Total P&L (%) | 770.0143 | 630.2776 | 139.7367 | 340.798 | 90.4997 | 250.2983 |
Avg Daily Profit (%) | 0.5184 | 0.4243 | 0.0941 | 0.0999 | 0.0434 | 0.0844 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -153194 | -202954 | -73507 | -528299 | -488785 | -260709 |
Profit Factor | 1.6118 | 1.9313 | 1.2402 | 1.0869 | 1.0451 | 1.1307 |
Total Trades | 420 | 210 | 210 | 420 | 210 | 210 |
Winning Trades | 172 | 80 | 92 | 172 | 80 | 92 |
Losing Trades | 248 | 130 | 118 | 248 | 130 | 118 |
Profitability (%) | 40.9524 | 38.0952 | 43.8095 | 40.9524 | 38.0952 | 43.8095 |
Ratio Avg Win / Avg Loss | 2.324 | 3.1384 | 1.5907 | 1.5672 | 1.6983 | 1.4502 |
Largest Winning Trade | 526498 | 526498 | 56518 | 276252 | 276252 | 161804 |
Largest Losing Trade | -29136 | -29136 | -24883 | -121438 | -121438 | -94596 |
Avg Bars in Trades | 20 | 21 | 20 | 20 | 21 | 20 |
Avg Bars in Winners | 31 | 33 | 31 | 31 | 33 | 31 |
Avg Bars in Losers | 13 | 13 | 12 | 13 | 13 | 12 |
Bars Traded | 8805 | 4448 | 4357 | 8805 | 4448 | 4357 |
Profit Streak | 0 | 12.281 | 0 | 0 | 12.281 | 0 |
Trades During Streak | 0 | 1 | 0 | 0 | 1 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 459518 | 375597 | -68140 | -184459 | -307936 | -158586 |
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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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