Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 334356.2641 | 178401.5185 | 155954.7456 | 595429.2182 | 92698.1007 | 502731.1175 |
Total P&L (%) | 334.3563 | 178.4015 | 155.9547 | 595.4292 | 92.6981 | 502.7311 |
Avg Daily Profit (%) | 0.321 | 0.1713 | 0.1497 | 0.1864 | 0.063 | 0.1726 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -105036 | -70624 | -92878 | -448634 | -273294 | -240479 |
Profit Factor | 1.2637 | 1.2674 | 1.2595 | 1.1546 | 1.0417 | 1.3089 |
Total Trades | 599 | 300 | 299 | 599 | 300 | 299 |
Winning Trades | 389 | 195 | 194 | 389 | 195 | 194 |
Losing Trades | 210 | 105 | 105 | 210 | 105 | 105 |
Profitability (%) | 64.9416 | 65 | 64.8829 | 64.9416 | 65 | 64.8829 |
Ratio Avg Win / Avg Loss | 0.6822 | 0.6825 | 0.6817 | 0.6233 | 0.5609 | 0.7084 |
Largest Winning Trade | 22654 | 22654 | 17454 | 73330 | 73330 | 62301 |
Largest Losing Trade | -31633 | -30576 | -31633 | -199927 | -150515 | -199927 |
Avg Bars in Trades | 41 | 42 | 40 | 41 | 42 | 40 |
Avg Bars in Winners | 26 | 25 | 27 | 26 | 25 | 27 |
Avg Bars in Losers | 69 | 73 | 65 | 69 | 73 | 65 |
Bars Traded | 24777 | 12636 | 12141 | 24777 | 12636 | 12141 |
Profit Streak | 4.3418 | 4.3418 | 10.3418 | 4.3418 | 4.3418 | 10.3418 |
Trades During Streak | 2 | 1 | 2 | 2 | 1 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 449238 | 311411 | 324793 | -38581 | -282104 | 371250 |
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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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