Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 466627.4998 | 182860.2976 | 283767.2022 | 1422534.4458 | 476822.9559 | 945711.4899 |
Total P&L (%) | 466.6275 | 182.8603 | 283.7672 | 1422.5344 | 476.823 | 945.7115 |
Avg Daily Profit (%) | 0.2897 | 0.1135 | 0.1761 | 0.1692 | 0.1088 | 0.1458 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -120671 | -72208 | -77840 | -4103886 | -2059520 | -2652141 |
Profit Factor | 1.4749 | 1.3753 | 1.5729 | 1.0835 | 1.0555 | 1.1119 |
Total Trades | 271 | 135 | 136 | 271 | 135 | 136 |
Winning Trades | 125 | 61 | 64 | 125 | 61 | 64 |
Losing Trades | 146 | 74 | 72 | 146 | 74 | 72 |
Profitability (%) | 46.1255 | 45.1852 | 47.0588 | 46.1255 | 45.1852 | 47.0588 |
Ratio Avg Win / Avg Loss | 1.7227 | 1.6684 | 1.7696 | 1.2655 | 1.2804 | 1.2509 |
Largest Winning Trade | 67428 | 67428 | 48107 | 1024664 | 1024664 | 869591 |
Largest Losing Trade | -25461 | -19045 | -25461 | -762998 | -480901 | -762998 |
Avg Bars in Trades | 11 | 10 | 12 | 11 | 10 | 12 |
Avg Bars in Winners | 16 | 14 | 18 | 16 | 14 | 18 |
Avg Bars in Losers | 7 | 7 | 7 | 7 | 7 | 7 |
Bars Traded | 3170 | 1435 | 1735 | 3170 | 1435 | 1735 |
Profit Streak | 16.3207 | 0 | 19.3207 | 16.3207 | 0 | 19.3207 |
Trades During Streak | 1 | 0 | 1 | 1 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 410956 | -41599 | 352036 | -120192 | -208987 | -95914 |
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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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