Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 668219.5127 | 411515.637 | 256703.8756 | 6714554.2265 | 5022272.9612 | 1692281.2654 |
Total P&L (%) | 668.2195 | 411.5156 | 256.7039 | 6714.5542 | 5022.273 | 1692.2813 |
Avg Daily Profit (%) | 0.397 | 0.2445 | 0.1525 | 0.2511 | 0.2341 | 0.1716 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -129065 | -126676 | -70266 | -2452290 | -1306374 | -2764110 |
Profit Factor | 1.5822 | 1.7134 | 1.4496 | 1.492 | 1.773 | 1.2367 |
Total Trades | 597 | 299 | 298 | 597 | 299 | 298 |
Winning Trades | 184 | 89 | 95 | 184 | 89 | 95 |
Losing Trades | 413 | 210 | 203 | 413 | 210 | 203 |
Profitability (%) | 30.8208 | 29.7659 | 31.8792 | 30.8208 | 29.7659 | 31.8792 |
Ratio Avg Win / Avg Loss | 3.5513 | 4.0427 | 3.0976 | 3.349 | 4.1836 | 2.6426 |
Largest Winning Trade | 90468 | 90468 | 59286 | 2623478 | 2623478 | 1968711 |
Largest Losing Trade | -16875 | -16302 | -16875 | -912433 | -912433 | -454585 |
Avg Bars in Trades | 16 | 16 | 16 | 16 | 16 | 16 |
Avg Bars in Winners | 36 | 36 | 35 | 36 | 36 | 35 |
Avg Bars in Losers | 7 | 8 | 7 | 7 | 8 | 7 |
Bars Traded | 9882 | 5039 | 4843 | 9882 | 5039 | 4843 |
Profit Streak | 12.2617 | 14.2617 | 0 | 12.2617 | 14.2617 | 0 |
Trades During Streak | 1 | 1 | 0 | 1 | 1 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 331140 | 155464 | 128094 | 266431 | 171423 | 102132 |
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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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