Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 497681.307 | 289997.1417 | 207684.1653 | 1527032.3918 | 1314572.6551 | 212459.7367 |
Total P&L (%) | 497.6813 | 289.9971 | 207.6842 | 1527.0324 | 1314.5727 | 212.4597 |
Avg Daily Profit (%) | 0.2966 | 0.1728 | 0.1238 | 0.1664 | 0.158 | 0.0679 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -86978 | -130294 | -68571 | -1003428 | -273093 | -880059 |
Profit Factor | 1.3627 | 1.4346 | 1.2947 | 1.2693 | 1.5241 | 1.0672 |
Total Trades | 631 | 316 | 315 | 631 | 316 | 315 |
Winning Trades | 269 | 130 | 139 | 269 | 130 | 139 |
Losing Trades | 362 | 186 | 176 | 362 | 186 | 176 |
Profitability (%) | 42.6307 | 41.1392 | 44.127 | 42.6307 | 41.1392 | 44.127 |
Ratio Avg Win / Avg Loss | 1.8338 | 2.0525 | 1.6393 | 1.7081 | 2.1806 | 1.3513 |
Largest Winning Trade | 72322 | 72322 | 46563 | 661554 | 661554 | 396713 |
Largest Losing Trade | -24198 | -14764 | -24198 | -291299 | -155362 | -291299 |
Avg Bars in Trades | 31 | 29 | 33 | 31 | 29 | 33 |
Avg Bars in Winners | 47 | 44 | 49 | 47 | 44 | 49 |
Avg Bars in Losers | 20 | 19 | 20 | 20 | 19 | 20 |
Bars Traded | 20040 | 9458 | 10582 | 20040 | 9458 | 10582 |
Profit Streak | 9.1195 | 38.5362 | 0 | 9.1195 | 38.5362 | 0 |
Trades During Streak | 1 | 3 | 0 | 1 | 3 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 400430 | 315568 | -27818 | 354812 | 345710 | -250058 |
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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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