Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 533637.2312 | 318556.9197 | 215080.3115 | 1872418.7008 | 1794846.2092 | 77572.4916 |
Total P&L (%) | 533.6372 | 318.5569 | 215.0803 | 1872.4187 | 1794.8462 | 77.5725 |
Avg Daily Profit (%) | 0.3158 | 0.1885 | 0.1273 | 0.1766 | 0.1742 | 0.034 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -143354 | -121675 | -105357 | -1520689 | -479820 | -1205878 |
Profit Factor | 1.387 | 1.4567 | 1.3157 | 1.2965 | 1.609 | 1.023 |
Total Trades | 597 | 299 | 298 | 597 | 299 | 298 |
Winning Trades | 210 | 89 | 121 | 210 | 89 | 121 |
Losing Trades | 387 | 210 | 177 | 387 | 210 | 177 |
Profitability (%) | 35.1759 | 29.7659 | 40.604 | 35.1759 | 29.7659 | 40.604 |
Ratio Avg Win / Avg Loss | 2.5561 | 3.437 | 1.9246 | 2.3893 | 3.7966 | 1.4965 |
Largest Winning Trade | 67052 | 67052 | 44910 | 1029759 | 1029759 | 617673 |
Largest Losing Trade | -21971 | -14114 | -21971 | -390822 | -161984 | -390822 |
Avg Bars in Trades | 16 | 17 | 16 | 16 | 17 | 16 |
Avg Bars in Winners | 32 | 37 | 28 | 32 | 37 | 28 |
Avg Bars in Losers | 8 | 8 | 8 | 8 | 8 | 8 |
Bars Traded | 10106 | 5195 | 4911 | 10106 | 5195 | 4911 |
Profit Streak | 4.6087 | 5.942 | 0 | 4.6087 | 5.942 | 0 |
Trades During Streak | 1 | 1 | 0 | 1 | 1 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 314461 | 102600 | -24183 | 251726 | 145372 | -345054 |
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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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