Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 622102.0474 | 414906.1111 | 207195.9363 | 1839548.6173 | 1274778.8781 | 564769.7392 |
Total P&L (%) | 622.102 | 414.9061 | 207.1959 | 1839.5486 | 1274.7789 | 564.7697 |
Avg Daily Profit (%) | 0.604 | 0.4028 | 0.2012 | 0.2883 | 0.2548 | 0.1841 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -115673 | -133553 | -91943 | -4725839 | -2279751 | -3233994 |
Profit Factor | 1.4731 | 1.5911 | 1.3379 | 1.1036 | 1.1298 | 1.0712 |
Total Trades | 419 | 209 | 210 | 419 | 209 | 210 |
Winning Trades | 193 | 88 | 105 | 193 | 88 | 105 |
Losing Trades | 226 | 121 | 105 | 226 | 121 | 105 |
Profitability (%) | 46.0621 | 42.1053 | 50 | 46.0621 | 42.1053 | 50 |
Ratio Avg Win / Avg Loss | 1.7249 | 2.1878 | 1.3379 | 1.2923 | 1.5534 | 1.0712 |
Largest Winning Trade | 229212 | 229212 | 28758 | 1979432 | 1979432 | 743216 |
Largest Losing Trade | -30330 | -24915 | -30330 | -843748 | -734015 | -843748 |
Avg Bars in Trades | 58 | 60 | 56 | 58 | 60 | 56 |
Avg Bars in Winners | 77 | 80 | 74 | 77 | 80 | 74 |
Avg Bars in Losers | 42 | 46 | 37 | 42 | 46 | 37 |
Bars Traded | 24523 | 12717 | 11806 | 24523 | 12717 | 11806 |
Profit Streak | 0 | 7.1283 | 0 | 0 | 7.1283 | 0 |
Trades During Streak | 0 | 1 | 0 | 0 | 1 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 518457 | 377264 | 305643 | -97102 | -70006 | -133752 |
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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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