Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 956965.8661 | 907442.386 | 49523.4802 | 1225439.0198 | 49374.6514 | 1176064.3684 |
Total P&L (%) | 956.9659 | 907.4424 | 49.5235 | 1225.439 | 49.3747 | 1176.0644 |
Avg Daily Profit (%) | 0.5347 | 0.507 | 0.0277 | 0.1445 | 0.0224 | 0.1424 |
Buy And Hold Return (%) | 275.63 | 275.63 | 275.63 | 275.63 | 275.63 | 275.63 |
Max Trade Drawdown | -109925 | -102573 | -175493 | -1950643 | -2392873 | -1643536 |
Profit Factor | 1.68 | 2.3496 | 1.0674 | 1.0628 | 1.005 | 1.1222 |
Total Trades | 381 | 190 | 191 | 381 | 190 | 191 |
Winning Trades | 132 | 64 | 68 | 132 | 64 | 68 |
Losing Trades | 249 | 126 | 123 | 249 | 126 | 123 |
Profitability (%) | 34.6457 | 33.6842 | 35.6021 | 34.6457 | 33.6842 | 35.6021 |
Ratio Avg Win / Avg Loss | 3.1691 | 4.6257 | 1.9307 | 2.0049 | 1.9786 | 2.0298 |
Largest Winning Trade | 499138 | 499138 | 30157 | 774722 | 774722 | 593303 |
Largest Losing Trade | -27510 | -26373 | -27510 | -768467 | -768467 | -725690 |
Avg Bars in Trades | 27 | 28 | 27 | 27 | 28 | 27 |
Avg Bars in Winners | 51 | 51 | 50 | 51 | 51 | 50 |
Avg Bars in Losers | 15 | 16 | 13 | 15 | 16 | 13 |
Bars Traded | 10515 | 5357 | 5158 | 10515 | 5357 | 5158 |
Profit Streak | 10.1469 | 0 | 10.4802 | 10.1469 | 0 | 10.4802 |
Trades During Streak | 1 | 0 | 1 | 1 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 300514 | 239660 | -471203 | -154915 | -548235 | -93776 |
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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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