Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 585879.8126 | 348810.224 | 237069.5886 | 2662030.4044 | 34664.7379 | 2627365.6664 |
Total P&L (%) | 585.8798 | 348.8102 | 237.0696 | 2662.0304 | 34.6647 | 2627.3657 |
Avg Daily Profit (%) | 0.2463 | 0.1467 | 0.0997 | 0.1396 | 0.0125 | 0.1391 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -154725 | -117576 | -94645 | -6792309 | -5591923 | -4763655 |
Profit Factor | 1.3117 | 1.366 | 1.2559 | 1.0476 | 1.0012 | 1.1021 |
Total Trades | 917 | 458 | 459 | 917 | 458 | 459 |
Winning Trades | 410 | 215 | 195 | 410 | 215 | 195 |
Losing Trades | 507 | 243 | 264 | 507 | 243 | 264 |
Profitability (%) | 44.711 | 46.9432 | 42.4837 | 44.711 | 46.9432 | 42.4837 |
Ratio Avg Win / Avg Loss | 1.6221 | 1.5439 | 1.7003 | 1.2955 | 1.1315 | 1.492 |
Largest Winning Trade | 58485 | 58485 | 43793 | 1730269 | 1474839 | 1730269 |
Largest Losing Trade | -26828 | -24423 | -26828 | -2221160 | -1549425 | -2221160 |
Avg Bars in Trades | 10 | 10 | 10 | 10 | 10 | 10 |
Avg Bars in Winners | 13 | 12 | 13 | 13 | 12 | 13 |
Avg Bars in Losers | 8 | 8 | 7 | 8 | 8 | 7 |
Bars Traded | 9491 | 4857 | 4634 | 9491 | 4857 | 4634 |
Profit Streak | 137.996 | 0 | 148.996 | 137.996 | 0 | 148.996 |
Trades During Streak | 1 | 0 | 2 | 1 | 0 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 493113 | 189906 | -58810 | -170356 | -397151 | -115021 |
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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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