Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1066483.8126 | 979549.2209 | 86934.5916 | 261631.107 | 52951.9838 | 208679.1232 |
Total P&L (%) | 1066.4838 | 979.5492 | 86.9346 | 261.6311 | 52.952 | 208.6791 |
Avg Daily Profit (%) | 0.4592 | 0.4218 | 0.0374 | 0.0554 | 0.0183 | 0.0485 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -217515 | -153054 | -245021 | -306531 | -361432 | -163980 |
Profit Factor | 1.5405 | 1.9701 | 1.0903 | 1.1217 | 1.0446 | 1.2165 |
Total Trades | 595 | 298 | 297 | 595 | 298 | 297 |
Winning Trades | 185 | 87 | 98 | 185 | 87 | 98 |
Losing Trades | 410 | 211 | 199 | 410 | 211 | 199 |
Profitability (%) | 31.0924 | 29.1946 | 32.9966 | 31.0924 | 29.1946 | 32.9966 |
Ratio Avg Win / Avg Loss | 3.4142 | 4.778 | 2.2139 | 2.4859 | 2.5335 | 2.4702 |
Largest Winning Trade | 622469 | 622469 | 52222 | 307701 | 307701 | 148408 |
Largest Losing Trade | -24036 | -24036 | -23400 | -76515 | -76515 | -52458 |
Avg Bars in Trades | 23 | 21 | 24 | 23 | 21 | 24 |
Avg Bars in Winners | 50 | 49 | 51 | 50 | 49 | 51 |
Avg Bars in Losers | 10 | 10 | 11 | 10 | 10 | 11 |
Bars Traded | 13814 | 6484 | 7330 | 13814 | 6484 | 7330 |
Profit Streak | 18.3623 | 18.3623 | 18.6956 | 18.3623 | 18.3623 | 18.6956 |
Trades During Streak | 2 | 1 | 1 | 2 | 1 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 360629 | 150911 | -267812 | -207455 | -349342 | -132173 |
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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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