Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1045519.3071 | 926525.7642 | 118993.5429 | 546941.6685 | 106968.3727 | 439973.2957 |
Total P&L (%) | 1045.5193 | 926.5258 | 118.9935 | 546.9417 | 106.9684 | 439.9733 |
Avg Daily Profit (%) | 0.4513 | 0.3999 | 0.0514 | 0.0806 | 0.0314 | 0.0728 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -162006 | -118027 | -266360 | -556145 | -669419 | -255875 |
Profit Factor | 1.5664 | 1.971 | 1.1335 | 1.1621 | 1.0555 | 1.3044 |
Total Trades | 488 | 244 | 244 | 488 | 244 | 244 |
Winning Trades | 151 | 69 | 82 | 151 | 69 | 82 |
Losing Trades | 337 | 175 | 162 | 337 | 175 | 162 |
Profitability (%) | 30.9426 | 28.2787 | 33.6066 | 30.9426 | 28.2787 | 33.6066 |
Ratio Avg Win / Avg Loss | 3.4959 | 4.999 | 2.2393 | 2.5936 | 2.6769 | 2.577 |
Largest Winning Trade | 555196 | 555196 | 52964 | 564706 | 564706 | 165586 |
Largest Losing Trade | -23400 | -21808 | -23400 | -134850 | -134850 | -97690 |
Avg Bars in Trades | 28 | 26 | 30 | 28 | 26 | 30 |
Avg Bars in Winners | 61 | 61 | 61 | 61 | 61 | 61 |
Avg Bars in Losers | 13 | 12 | 14 | 13 | 12 | 14 |
Bars Traded | 13774 | 6432 | 7342 | 13774 | 6432 | 7342 |
Profit Streak | 12.8786 | 0 | 13.3786 | 12.8786 | 0 | 13.3786 |
Trades During Streak | 1 | 0 | 1 | 1 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 325284 | -874 | -201989 | -129945 | -323698 | -99550 |
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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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