Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 550508.6198 | 315682.6395 | 234825.9803 | 2256020.4721 | 2128347.545 | 127672.927 |
Total P&L (%) | 550.5086 | 315.6826 | 234.826 | 2256.0205 | 2128.3475 | 127.6729 |
Avg Daily Profit (%) | 0.3268 | 0.1874 | 0.1394 | 0.1878 | 0.1844 | 0.0489 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -144157 | -120453 | -102868 | -2397433 | -744468 | -1905760 |
Profit Factor | 1.4129 | 1.4753 | 1.3509 | 1.251 | 1.5147 | 1.0263 |
Total Trades | 567 | 284 | 283 | 567 | 284 | 283 |
Winning Trades | 205 | 89 | 116 | 205 | 89 | 116 |
Losing Trades | 362 | 195 | 167 | 362 | 195 | 167 |
Profitability (%) | 36.1552 | 31.338 | 40.9894 | 36.1552 | 31.338 | 40.9894 |
Ratio Avg Win / Avg Loss | 2.4949 | 3.2324 | 1.9449 | 2.2091 | 3.3188 | 1.4775 |
Largest Winning Trade | 67052 | 67052 | 40361 | 1564623 | 1564623 | 938496 |
Largest Losing Trade | -21971 | -14114 | -21971 | -593818 | -250199 | -593818 |
Avg Bars in Trades | 17 | 18 | 17 | 17 | 18 | 17 |
Avg Bars in Winners | 32 | 36 | 29 | 32 | 36 | 29 |
Avg Bars in Losers | 9 | 9 | 8 | 9 | 9 | 8 |
Bars Traded | 10072 | 5139 | 4933 | 10072 | 5139 | 4933 |
Profit Streak | 0 | 0 | 6.5399 | 0 | 0 | 6.5399 |
Trades During Streak | 0 | 0 | 1 | 0 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 319061 | 134278 | -7021 | 240663 | 157041 | -320854 |
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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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