Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 609045.073 | 351471.3011 | 257573.7719 | 4786592.1832 | 3626410.2927 | 1160181.8905 |
Total P&L (%) | 609.0451 | 351.4713 | 257.5738 | 4786.5922 | 3626.4103 | 1160.1819 |
Avg Daily Profit (%) | 0.3629 | 0.2094 | 0.1535 | 0.232 | 0.2158 | 0.1511 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -91862 | -79464 | -79517 | -1088973 | -534952 | -1102775 |
Profit Factor | 1.5193 | 1.6622 | 1.4012 | 1.4911 | 1.9055 | 1.2021 |
Total Trades | 487 | 244 | 243 | 487 | 244 | 243 |
Winning Trades | 210 | 99 | 111 | 210 | 99 | 111 |
Losing Trades | 277 | 145 | 132 | 277 | 145 | 132 |
Profitability (%) | 43.1212 | 40.5738 | 45.679 | 43.1212 | 40.5738 | 45.679 |
Ratio Avg Win / Avg Loss | 2.0041 | 2.4346 | 1.6663 | 1.9668 | 2.7909 | 1.4295 |
Largest Winning Trade | 61399 | 61399 | 56505 | 1092607 | 1092607 | 873473 |
Largest Losing Trade | -24291 | -15758 | -24291 | -386425 | -331739 | -386425 |
Avg Bars in Trades | 13 | 13 | 14 | 13 | 13 | 14 |
Avg Bars in Winners | 20 | 20 | 21 | 20 | 20 | 21 |
Avg Bars in Losers | 8 | 8 | 8 | 8 | 8 | 8 |
Bars Traded | 6680 | 3190 | 3490 | 6680 | 3190 | 3490 |
Profit Streak | 9.4349 | 28.4349 | 0 | 9.4349 | 28.4349 | 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 | 460027 | 330891 | 300595 | 413547 | 364756 | 231056 |
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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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