Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 955275.7159 | 718635.3612 | 236640.3548 | 2006847.8308 | 589555.4672 | 1417292.3635 |
Total P&L (%) | 955.2757 | 718.6354 | 236.6404 | 2006.8478 | 589.5555 | 1417.2924 |
Avg Daily Profit (%) | 0.642 | 0.483 | 0.159 | 0.205 | 0.1298 | 0.1829 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -114838 | -158271 | -68730 | -1577726 | -2121781 | -819948 |
Profit Factor | 1.9327 | 2.2418 | 1.5312 | 1.1725 | 1.087 | 1.2915 |
Total Trades | 282 | 141 | 141 | 282 | 141 | 141 |
Winning Trades | 106 | 40 | 66 | 106 | 40 | 66 |
Losing Trades | 176 | 101 | 75 | 176 | 101 | 75 |
Profitability (%) | 37.5887 | 28.3688 | 46.8085 | 37.5887 | 28.3688 | 46.8085 |
Ratio Avg Win / Avg Loss | 3.209 | 5.6605 | 1.74 | 1.9467 | 2.7448 | 1.4676 |
Largest Winning Trade | 553312 | 553312 | 32808 | 2057794 | 2057794 | 538137 |
Largest Losing Trade | -24087 | -21795 | -24087 | -470539 | -470539 | -311703 |
Avg Bars in Trades | 15 | 14 | 17 | 15 | 14 | 17 |
Avg Bars in Winners | 27 | 30 | 26 | 27 | 30 | 26 |
Avg Bars in Losers | 8 | 7 | 9 | 8 | 7 | 9 |
Bars Traded | 4423 | 2011 | 2412 | 4423 | 2011 | 2412 |
Profit Streak | 8.5957 | 10.5957 | 0 | 8.5957 | 10.5957 | 0 |
Trades During Streak | 1 | 1 | 0 | 1 | 1 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 470970 | 18101 | 314451 | -24026 | -157162 | 244071 |
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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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