Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 474432.1537 | 318883.4674 | 155548.6864 | 582790.7563 | 1095009.0259 | -512218.2696 |
Total P&L (%) | 474.4322 | 318.8835 | 155.5487 | 582.7908 | 1095.009 | -512.2183 |
Avg Daily Profit (%) | 0.2536 | 0.1705 | 0.0832 | 0.1027 | 0.1327 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -132508 | -92239 | -84930 | -1405142 | -956101 | -1154885 |
Profit Factor | 1.3309 | 1.4709 | 1.2056 | 1.044 | 1.1862 | 0.9305 |
Total Trades | 496 | 248 | 248 | 496 | 248 | 248 |
Winning Trades | 226 | 106 | 120 | 226 | 106 | 120 |
Losing Trades | 270 | 142 | 128 | 270 | 142 | 128 |
Profitability (%) | 45.5645 | 42.7419 | 48.3871 | 45.5645 | 42.7419 | 48.3871 |
Ratio Avg Win / Avg Loss | 1.59 | 1.9705 | 1.286 | 1.2472 | 1.5891 | 0.9925 |
Largest Winning Trade | 84757 | 84757 | 62097 | 409491 | 409491 | 407309 |
Largest Losing Trade | -33582 | -22869 | -33582 | -347640 | -236920 | -347640 |
Avg Bars in Trades | 44 | 48 | 41 | 44 | 48 | 41 |
Avg Bars in Winners | 53 | 59 | 48 | 53 | 59 | 48 |
Avg Bars in Losers | 37 | 40 | 33 | 37 | 40 | 33 |
Bars Traded | 22210 | 12029 | 10181 | 22210 | 12029 | 10181 |
Profit Streak | 3.9836 | 0 | 52.067 | 3.9836 | 0 | 52.067 |
Trades During Streak | 1 | 0 | 6 | 1 | 0 | 6 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 363424 | 270994 | -80741 | -226909 | -32099 | -579088 |
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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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