Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 393042.1037 | 321518.8456 | 71523.2581 | 236555.3068 | 495683.7628 | -259128.456 |
Total P&L (%) | 393.0421 | 321.5188 | 71.5233 | 236.5553 | 495.6838 | -259.1285 |
Avg Daily Profit (%) | 0.2085 | 0.1705 | 0.0379 | 0.0644 | 0.0947 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -153413 | -125317 | -75802 | -1389677 | -1080197 | -810314 |
Profit Factor | 1.2521 | 1.4012 | 1.0944 | 1.0294 | 1.125 | 0.9366 |
Total Trades | 683 | 342 | 341 | 683 | 342 | 341 |
Winning Trades | 333 | 158 | 175 | 333 | 158 | 175 |
Losing Trades | 350 | 184 | 166 | 350 | 184 | 166 |
Profitability (%) | 48.7555 | 46.1988 | 51.3196 | 48.7555 | 46.1988 | 51.3196 |
Ratio Avg Win / Avg Loss | 1.316 | 1.6318 | 1.0381 | 1.0819 | 1.3101 | 0.8885 |
Largest Winning Trade | 123490 | 123490 | 42108 | 334636 | 334636 | 150533 |
Largest Losing Trade | -41150 | -27524 | -41150 | -369616 | -277371 | -369616 |
Avg Bars in Trades | 32 | 30 | 35 | 32 | 30 | 35 |
Avg Bars in Winners | 38 | 35 | 40 | 38 | 35 | 40 |
Avg Bars in Losers | 27 | 25 | 30 | 27 | 25 | 30 |
Bars Traded | 22536 | 10368 | 12167 | 22536 | 10368 | 12167 |
Profit Streak | 18.7122 | 18.7122 | 20.0455 | 18.7122 | 18.7122 | 20.0455 |
Trades During Streak | 8 | 4 | 4 | 8 | 4 | 4 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 440407 | 376529 | -256018 | -290425 | -148335 | -577863 |
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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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