Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 962640.6266 | 763734.2741 | 198906.3524 | 925322.9579 | 364143.6621 | 561179.2958 |
Total P&L (%) | 962.6406 | 763.7343 | 198.9064 | 925.323 | 364.1437 | 561.1793 |
Avg Daily Profit (%) | 0.6516 | 0.517 | 0.1346 | 0.1577 | 0.104 | 0.1279 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -79454 | -140788 | -59987 | -1116657 | -1241114 | -374497 |
Profit Factor | 1.7676 | 2.1243 | 1.3461 | 1.1308 | 1.0961 | 1.1708 |
Total Trades | 381 | 190 | 191 | 381 | 190 | 191 |
Winning Trades | 135 | 56 | 79 | 135 | 56 | 79 |
Losing Trades | 246 | 134 | 112 | 246 | 134 | 112 |
Profitability (%) | 35.4331 | 29.4737 | 41.3613 | 35.4331 | 29.4737 | 41.3613 |
Ratio Avg Win / Avg Loss | 3.221 | 5.0831 | 1.9084 | 2.0606 | 2.6229 | 1.6598 |
Largest Winning Trade | 629502 | 629502 | 42231 | 1020090 | 1020090 | 281003 |
Largest Losing Trade | -26293 | -20654 | -26293 | -265684 | -265684 | -164094 |
Avg Bars in Trades | 11 | 11 | 11 | 11 | 11 | 11 |
Avg Bars in Winners | 19 | 22 | 18 | 19 | 22 | 18 |
Avg Bars in Losers | 7 | 6 | 7 | 7 | 6 | 7 |
Bars Traded | 4396 | 2117 | 2279 | 4396 | 2117 | 2279 |
Profit Streak | 9.1856 | 0 | 11.5189 | 9.1856 | 0 | 11.5189 |
Trades During Streak | 1 | 0 | 1 | 1 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 450766 | 194638 | -13816 | -70580 | -177230 | -55402 |
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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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