Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 615289.8792 | 374223.9989 | 241065.8803 | 1000405.0737 | 49702.1534 | 950702.9203 |
Total P&L (%) | 615.2899 | 374.224 | 241.0659 | 1000.4051 | 49.7022 | 950.7029 |
Avg Daily Profit (%) | 0.3388 | 0.2061 | 0.1327 | 0.1322 | 0.0222 | 0.1296 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -68802 | -69068 | -46231 | -1340392 | -1522748 | -911509 |
Profit Factor | 1.5691 | 1.6672 | 1.4633 | 1.0745 | 1.0073 | 1.1429 |
Total Trades | 436 | 218 | 218 | 436 | 218 | 218 |
Winning Trades | 148 | 64 | 84 | 148 | 64 | 84 |
Losing Trades | 288 | 154 | 134 | 288 | 154 | 134 |
Profitability (%) | 33.945 | 29.3578 | 38.5321 | 33.945 | 29.3578 | 38.5321 |
Ratio Avg Win / Avg Loss | 3.0533 | 4.0117 | 2.3343 | 2.0908 | 2.4239 | 1.8232 |
Largest Winning Trade | 297681 | 297681 | 55218 | 1056622 | 1056622 | 484415 |
Largest Losing Trade | -21716 | -19404 | -21716 | -262210 | -262210 | -240305 |
Avg Bars in Trades | 12 | 11 | 13 | 12 | 11 | 13 |
Avg Bars in Winners | 23 | 23 | 24 | 23 | 23 | 24 |
Avg Bars in Losers | 6 | 6 | 6 | 6 | 6 | 6 |
Bars Traded | 5406 | 2475 | 2931 | 5406 | 2475 | 2931 |
Profit Streak | 15.8447 | 0 | 18.8447 | 15.8447 | 0 | 18.8447 |
Trades During Streak | 1 | 0 | 1 | 1 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 322401 | 39093 | -16654 | -156808 | -385640 | -84830 |
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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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