Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 443729.3706 | 283385.3495 | 160344.0211 | 1365198.9864 | 805490.0741 | 559708.9122 |
Total P&L (%) | 443.7294 | 283.3854 | 160.344 | 1365.199 | 805.4901 | 559.7089 |
Avg Daily Profit (%) | 0.426 | 0.2721 | 0.1539 | 0.2581 | 0.2118 | 0.1813 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -95284 | -97916 | -56069 | -1110795 | -1141431 | -648040 |
Profit Factor | 1.2881 | 1.36 | 1.213 | 1.1258 | 1.1411 | 1.1088 |
Total Trades | 686 | 343 | 343 | 686 | 343 | 343 |
Winning Trades | 355 | 168 | 187 | 355 | 168 | 187 |
Losing Trades | 331 | 175 | 156 | 331 | 175 | 156 |
Profitability (%) | 51.7493 | 48.9796 | 54.519 | 51.7493 | 48.9796 | 54.519 |
Ratio Avg Win / Avg Loss | 1.2011 | 1.4167 | 1.0119 | 1.0496 | 1.1886 | 0.925 |
Largest Winning Trade | 80612 | 80612 | 22070 | 317545 | 317545 | 203857 |
Largest Losing Trade | -20132 | -19704 | -20132 | -244215 | -214563 | -244215 |
Avg Bars in Trades | 36 | 36 | 36 | 36 | 36 | 36 |
Avg Bars in Winners | 36 | 36 | 36 | 36 | 36 | 36 |
Avg Bars in Losers | 36 | 36 | 36 | 36 | 36 | 36 |
Bars Traded | 24989 | 12483 | 12506 | 24989 | 12483 | 12506 |
Profit Streak | 4.0604 | 0 | 8.6854 | 4.0604 | 0 | 8.6854 |
Trades During Streak | 1 | 0 | 2 | 1 | 0 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 475585 | 343031 | 350047 | -70020 | -56369 | -91741 |
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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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