Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 556511.6386 | 499728.2529 | 56783.3856 | 142578.4888 | 1316773.2606 | -1174194.7718 |
Total P&L (%) | 556.5116 | 499.7283 | 56.7834 | 142.5785 | 1316.7733 | -1174.1948 |
Avg Daily Profit (%) | 0.2961 | 0.2659 | 0.0302 | 0.0472 | 0.1411 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -182939 | -161130 | -152121 | -4793887 | -3256009 | -2843048 |
Profit Factor | 1.2765 | 1.4851 | 1.0578 | 1.0049 | 1.0854 | 0.9151 |
Total Trades | 822 | 411 | 411 | 822 | 411 | 411 |
Winning Trades | 352 | 168 | 184 | 352 | 168 | 184 |
Losing Trades | 470 | 243 | 227 | 470 | 243 | 227 |
Profitability (%) | 42.8224 | 40.8759 | 44.7689 | 42.8224 | 40.8759 | 44.7689 |
Ratio Avg Win / Avg Loss | 1.7044 | 2.1481 | 1.305 | 1.3417 | 1.57 | 1.1289 |
Largest Winning Trade | 153855 | 153855 | 41592 | 1252318 | 1252318 | 457303 |
Largest Losing Trade | -52628 | -30035 | -52628 | -1127176 | -662421 | -1127176 |
Avg Bars in Trades | 9 | 9 | 8 | 9 | 9 | 8 |
Avg Bars in Winners | 12 | 12 | 12 | 12 | 12 | 12 |
Avg Bars in Losers | 6 | 7 | 5 | 6 | 7 | 5 |
Bars Traded | 7500 | 3810 | 3690 | 7500 | 3810 | 3690 |
Profit Streak | 4.7137 | 7.7137 | 0 | 4.7137 | 7.7137 | 0 |
Trades During Streak | 1 | 2 | 0 | 1 | 2 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 436956 | 358930 | -310549 | -342861 | -130160 | -579275 |
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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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