Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 617912.7929 | 375747.8549 | 242164.9381 | 3762333.5232 | 4680241.3777 | -917907.8545 |
Total P&L (%) | 617.9128 | 375.7479 | 242.1649 | 3762.3335 | 4680.2414 | -917.9079 |
Avg Daily Profit (%) | 0.3661 | 0.2226 | 0.1435 | 0.2167 | 0.2294 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -137141 | -97346 | -77954 | -5027005 | -1866305 | -4209745 |
Profit Factor | 1.3901 | 1.5066 | 1.2875 | 1.1681 | 1.4612 | 0.925 |
Total Trades | 716 | 358 | 358 | 716 | 358 | 358 |
Winning Trades | 325 | 151 | 174 | 325 | 151 | 174 |
Losing Trades | 391 | 207 | 184 | 391 | 207 | 184 |
Profitability (%) | 45.3911 | 42.1788 | 48.6034 | 45.3911 | 42.1788 | 48.6034 |
Ratio Avg Win / Avg Loss | 1.6724 | 2.0653 | 1.3615 | 1.4053 | 2.0032 | 0.9781 |
Largest Winning Trade | 55669 | 55669 | 43009 | 1753342 | 1617617 | 1753342 |
Largest Losing Trade | -32395 | -22828 | -32395 | -1003724 | -1003724 | -970141 |
Avg Bars in Trades | 28 | 26 | 29 | 28 | 26 | 29 |
Avg Bars in Winners | 35 | 35 | 36 | 35 | 35 | 36 |
Avg Bars in Losers | 21 | 20 | 23 | 21 | 20 | 23 |
Bars Traded | 20170 | 9596 | 10574 | 20170 | 9596 | 10574 |
Profit Streak | 0 | 8.4086 | 0 | 0 | 8.4086 | 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 | 483432 | 341854 | -445 | -25208 | 348959 | -579727 |
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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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