Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 579145.9981 | 335382.2965 | 243763.7017 | 3588848.8646 | 2982959.2797 | 605889.5849 |
Total P&L (%) | 579.146 | 335.3823 | 243.7637 | 3588.8489 | 2982.9593 | 605.8896 |
Avg Daily Profit (%) | 0.3442 | 0.1993 | 0.1449 | 0.2146 | 0.204 | 0.1162 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -58771 | -98481 | -63233 | -2068813 | -730360 | -1871545 |
Profit Factor | 1.5002 | 1.596 | 1.4096 | 1.4299 | 1.8103 | 1.1299 |
Total Trades | 545 | 273 | 272 | 545 | 273 | 272 |
Winning Trades | 181 | 81 | 100 | 181 | 81 | 100 |
Losing Trades | 364 | 192 | 172 | 364 | 192 | 172 |
Profitability (%) | 33.211 | 29.6703 | 36.7647 | 33.211 | 29.6703 | 36.7647 |
Ratio Avg Win / Avg Loss | 3.0169 | 3.783 | 2.4245 | 2.8757 | 4.291 | 1.9433 |
Largest Winning Trade | 63887 | 63887 | 50369 | 1600703 | 1600703 | 1225102 |
Largest Losing Trade | -19025 | -12889 | -19025 | -478290 | -296162 | -478290 |
Avg Bars in Trades | 9 | 8 | 9 | 9 | 8 | 9 |
Avg Bars in Winners | 18 | 17 | 18 | 18 | 17 | 18 |
Avg Bars in Losers | 4 | 5 | 4 | 4 | 5 | 4 |
Bars Traded | 4997 | 2358 | 2639 | 4997 | 2358 | 2639 |
Profit Streak | 11.5379 | 34.5379 | 0 | 11.5379 | 34.5379 | 0 |
Trades During Streak | 1 | 2 | 0 | 1 | 2 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 320977 | 127122 | -1787 | 265666 | 159046 | -118021 |
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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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