Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 563654.8954 | 395404.8993 | 168249.9961 | 1006823.8898 | 502918.5951 | 503905.2947 |
Total P&L (%) | 563.6549 | 395.4049 | 168.25 | 1006.8239 | 502.9186 | 503.9053 |
Avg Daily Profit (%) | 0.2707 | 0.1899 | 0.0808 | 0.1155 | 0.0863 | 0.0864 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -171864 | -145636 | -114805 | -2611541 | -2296563 | -1085757 |
Profit Factor | 1.3964 | 1.5277 | 1.2502 | 1.0907 | 1.0836 | 1.099 |
Total Trades | 396 | 198 | 198 | 396 | 198 | 198 |
Winning Trades | 187 | 90 | 97 | 187 | 90 | 97 |
Losing Trades | 209 | 108 | 101 | 209 | 108 | 101 |
Profitability (%) | 47.2222 | 45.4545 | 48.9899 | 47.2222 | 45.4545 | 48.9899 |
Ratio Avg Win / Avg Loss | 1.5607 | 1.8333 | 1.3017 | 1.219 | 1.3004 | 1.1443 |
Largest Winning Trade | 86276 | 86276 | 52685 | 668484 | 668484 | 365550 |
Largest Losing Trade | -29843 | -29843 | -27012 | -534419 | -534419 | -440192 |
Avg Bars in Trades | 62 | 68 | 57 | 62 | 68 | 57 |
Avg Bars in Winners | 79 | 83 | 76 | 79 | 83 | 76 |
Avg Bars in Losers | 47 | 55 | 38 | 47 | 55 | 38 |
Bars Traded | 24790 | 13504 | 11286 | 24790 | 13504 | 11286 |
Profit Streak | 9.7594 | 0 | 52.2594 | 9.7594 | 0 | 52.2594 |
Trades During Streak | 1 | 0 | 6 | 1 | 0 | 6 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 434893 | 318041 | -83641 | -157506 | -207121 | -187182 |
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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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