Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 552766.1779 | 474618.5722 | 78147.6057 | 426199.0633 | 178064.7225 | 248134.3407 |
Total P&L (%) | 552.7662 | 474.6186 | 78.1476 | 426.1991 | 178.0647 | 248.1343 |
Avg Daily Profit (%) | 0.2993 | 0.257 | 0.0423 | 0.0899 | 0.0554 | 0.0676 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -95721 | -92460 | -86319 | -2067295 | -1614479 | -1239869 |
Profit Factor | 1.4487 | 1.7721 | 1.1266 | 1.0298 | 1.025 | 1.0345 |
Total Trades | 508 | 254 | 254 | 508 | 254 | 254 |
Winning Trades | 239 | 116 | 123 | 239 | 116 | 123 |
Losing Trades | 269 | 138 | 131 | 269 | 138 | 131 |
Profitability (%) | 47.0472 | 45.6693 | 48.4252 | 47.0472 | 45.6693 | 48.4252 |
Ratio Avg Win / Avg Loss | 1.6305 | 2.1082 | 1.1999 | 1.159 | 1.2194 | 1.1018 |
Largest Winning Trade | 264106 | 264106 | 41695 | 925513 | 925513 | 576418 |
Largest Losing Trade | -24281 | -21925 | -24281 | -469179 | -285031 | -469179 |
Avg Bars in Trades | 43 | 40 | 46 | 43 | 40 | 46 |
Avg Bars in Winners | 61 | 54 | 67 | 61 | 54 | 67 |
Avg Bars in Losers | 27 | 28 | 26 | 27 | 28 | 26 |
Bars Traded | 21998 | 10246 | 11752 | 21998 | 10246 | 11752 |
Profit Streak | 0 | 0 | 9.7236 | 0 | 0 | 9.7236 |
Trades During Streak | 0 | 0 | 1 | 0 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 449860 | 380072 | -216827 | -259162 | -312897 | -284498 |
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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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