Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 553934.224 | 401975.6569 | 151958.5671 | 822047.722 | 1552497.806 | -730450.084 |
Total P&L (%) | 553.9342 | 401.9757 | 151.9586 | 822.0477 | 1552.4978 | -730.4501 |
Avg Daily Profit (%) | 0.2943 | 0.2136 | 0.0807 | 0.1181 | 0.1492 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -184260 | -110992 | -104148 | -3399908 | -1463009 | -2891347 |
Profit Factor | 1.3918 | 1.5774 | 1.2117 | 1.0435 | 1.1712 | 0.9258 |
Total Trades | 488 | 244 | 244 | 488 | 244 | 244 |
Winning Trades | 204 | 100 | 104 | 204 | 100 | 104 |
Losing Trades | 284 | 144 | 140 | 284 | 144 | 140 |
Profitability (%) | 41.8033 | 40.9836 | 42.623 | 41.8033 | 40.9836 | 42.623 |
Ratio Avg Win / Avg Loss | 1.9376 | 2.2714 | 1.6312 | 1.4527 | 1.6866 | 1.2462 |
Largest Winning Trade | 92312 | 92312 | 45486 | 1359737 | 1359737 | 562965 |
Largest Losing Trade | -59937 | -37142 | -59937 | -1671916 | -805777 | -1671916 |
Avg Bars in Trades | 45 | 50 | 41 | 45 | 50 | 41 |
Avg Bars in Winners | 59 | 62 | 57 | 59 | 62 | 57 |
Avg Bars in Losers | 36 | 41 | 30 | 36 | 41 | 30 |
Bars Traded | 22441 | 12225 | 10216 | 22441 | 12225 | 10216 |
Profit Streak | 15.6304 | 15.6304 | 17.3804 | 15.6304 | 15.6304 | 17.3804 |
Trades During Streak | 2 | 1 | 1 | 2 | 1 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 397195 | 303227 | -86067 | -207175 | -26793 | -580690 |
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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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