Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 448605.5311 | 362009.8747 | 86595.6563 | 259257.0778 | 216649.3007 | 42607.777 |
Total P&L (%) | 448.6055 | 362.0099 | 86.5957 | 259.2571 | 216.6493 | 42.6078 |
Avg Daily Profit (%) | 0.2773 | 0.2237 | 0.0535 | 0.0791 | 0.0713 | 0.0219 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -226627 | -138030 | -257459 | -457067 | -479626 | -532879 |
Profit Factor | 1.2642 | 1.4637 | 1.0944 | 1.0659 | 1.113 | 1.0211 |
Total Trades | 559 | 280 | 279 | 559 | 280 | 279 |
Winning Trades | 301 | 149 | 152 | 301 | 149 | 152 |
Losing Trades | 258 | 131 | 127 | 258 | 131 | 127 |
Profitability (%) | 53.8462 | 53.2143 | 54.4803 | 53.8462 | 53.2143 | 54.4803 |
Ratio Avg Win / Avg Loss | 1.0836 | 1.2869 | 0.9144 | 0.9137 | 0.9786 | 0.8532 |
Largest Winning Trade | 70859 | 70859 | 53108 | 156514 | 151157 | 156514 |
Largest Losing Trade | -36383 | -32218 | -36383 | -181932 | -181932 | -136711 |
Avg Bars in Trades | 34 | 29 | 38 | 34 | 29 | 38 |
Avg Bars in Winners | 32 | 27 | 37 | 32 | 27 | 37 |
Avg Bars in Losers | 36 | 32 | 39 | 36 | 32 | 39 |
Bars Traded | 19070 | 8342 | 10728 | 19070 | 8342 | 10728 |
Profit Streak | 0 | 0 | 492.6994 | 0 | 0 | 492.6994 |
Trades During Streak | 0 | 0 | 2 | 0 | 0 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 416379 | 378430 | -237329 | -233626 | -194060 | -362036 |
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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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