Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 603436.3168 | 348349.264 | 255087.0528 | 4211720.9205 | 3901051.9002 | 310669.0203 |
Total P&L (%) | 603.4363 | 348.3493 | 255.0871 | 4211.7209 | 3901.0519 | 310.669 |
Avg Daily Profit (%) | 0.3583 | 0.2068 | 0.1515 | 0.2238 | 0.2193 | 0.0839 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -115973 | -101123 | -78266 | -9489171 | -4122390 | -6861377 |
Profit Factor | 1.5903 | 1.6701 | 1.5077 | 1.1853 | 1.3585 | 1.0262 |
Total Trades | 533 | 267 | 266 | 533 | 267 | 266 |
Winning Trades | 235 | 107 | 128 | 235 | 107 | 128 |
Losing Trades | 298 | 160 | 138 | 298 | 160 | 138 |
Profitability (%) | 44.0901 | 40.0749 | 48.1203 | 44.0901 | 40.0749 | 48.1203 |
Ratio Avg Win / Avg Loss | 2.0166 | 2.4973 | 1.6255 | 1.503 | 2.0314 | 1.1064 |
Largest Winning Trade | 83161 | 83161 | 48376 | 3957901 | 3957901 | 2100624 |
Largest Losing Trade | -24322 | -17338 | -24322 | -1584194 | -1584194 | -1267281 |
Avg Bars in Trades | 37 | 35 | 39 | 37 | 35 | 39 |
Avg Bars in Winners | 56 | 59 | 54 | 56 | 59 | 54 |
Avg Bars in Losers | 22 | 19 | 25 | 22 | 19 | 25 |
Bars Traded | 20003 | 9576 | 10427 | 20003 | 9576 | 10427 |
Profit Streak | 0 | 0 | 13.1288 | 0 | 0 | 13.1288 |
Trades During Streak | 0 | 0 | 1 | 0 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 462472 | 281685 | 373769 | -6874 | 242513 | -271891 |
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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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