Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 512537.4022 | 302926.4145 | 209610.9878 | 1826328.8368 | 1752285.4642 | 74043.3726 |
Total P&L (%) | 512.5374 | 302.9264 | 209.611 | 1826.3288 | 1752.2855 | 74.0434 |
Avg Daily Profit (%) | 0.3041 | 0.1798 | 0.1244 | 0.1757 | 0.1734 | 0.0329 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -126920 | -119641 | -60933 | -2514935 | -1005642 | -1708661 |
Profit Factor | 1.4486 | 1.5621 | 1.3472 | 1.2717 | 1.5715 | 1.0202 |
Total Trades | 466 | 233 | 233 | 466 | 233 | 233 |
Winning Trades | 221 | 99 | 122 | 221 | 99 | 122 |
Losing Trades | 245 | 134 | 111 | 245 | 134 | 111 |
Profitability (%) | 47.4249 | 42.4893 | 52.3605 | 47.4249 | 42.4893 | 52.3605 |
Ratio Avg Win / Avg Loss | 1.6059 | 2.1143 | 1.2258 | 1.4097 | 2.127 | 0.9283 |
Largest Winning Trade | 75459 | 75459 | 40284 | 1181345 | 1181345 | 761274 |
Largest Losing Trade | -30731 | -16033 | -30731 | -831276 | -356400 | -831276 |
Avg Bars in Trades | 42 | 40 | 44 | 42 | 40 | 44 |
Avg Bars in Winners | 53 | 51 | 55 | 53 | 51 | 55 |
Avg Bars in Losers | 32 | 31 | 33 | 32 | 31 | 33 |
Bars Traded | 19855 | 9398 | 10457 | 19855 | 9398 | 10457 |
Profit Streak | 0 | 0 | 13.6521 | 0 | 0 | 13.6521 |
Trades During Streak | 0 | 0 | 1 | 0 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 448729 | 287552 | -25015 | 330284 | 302649 | -347306 |
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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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