Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 523377.798 | 430246.705 | 93131.093 | 84971.173 | 51056.438 | 33914.735 |
Total P&L (%) | 523.3778 | 430.2467 | 93.1311 | 84.9712 | 51.0564 | 33.9147 |
Avg Daily Profit (%) | 0.3555 | 0.2922 | 0.0633 | 0.0418 | 0.028 | 0.0198 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -125106 | -176333 | -107529 | -624820 | -694975 | -342686 |
Profit Factor | 1.2349 | 1.3884 | 1.0831 | 1.015 | 1.0182 | 1.0119 |
Total Trades | 948 | 474 | 474 | 948 | 474 | 474 |
Winning Trades | 295 | 124 | 171 | 295 | 124 | 171 |
Losing Trades | 653 | 350 | 303 | 653 | 350 | 303 |
Profitability (%) | 31.1181 | 26.1603 | 36.0759 | 31.1181 | 26.1603 | 36.0759 |
Ratio Avg Win / Avg Loss | 2.7335 | 3.9189 | 1.9192 | 2.2468 | 2.8739 | 1.7931 |
Largest Winning Trade | 298542 | 298542 | 33671 | 361972 | 361972 | 155320 |
Largest Losing Trade | -20737 | -16694 | -20737 | -120202 | -94394 | -120202 |
Avg Bars in Trades | 18 | 17 | 19 | 18 | 17 | 19 |
Avg Bars in Winners | 36 | 36 | 35 | 36 | 36 | 35 |
Avg Bars in Losers | 10 | 10 | 10 | 10 | 10 | 10 |
Bars Traded | 17631 | 8358 | 9273 | 17631 | 8358 | 9273 |
Profit Streak | 5.1127 | 0 | 20.0294 | 5.1127 | 0 | 20.0294 |
Trades During Streak | 1 | 0 | 3 | 1 | 0 | 3 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 315516 | -12357 | -238191 | -341388 | -378644 | -377170 |
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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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