Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 638119.3682 | 389289.7397 | 248829.6285 | 5205173.6032 | 4121705.5777 | 1083468.0255 |
Total P&L (%) | 638.1194 | 389.2897 | 248.8296 | 5205.1736 | 4121.7056 | 1083.468 |
Avg Daily Profit (%) | 0.3793 | 0.2314 | 0.1479 | 0.2363 | 0.2227 | 0.147 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -125808 | -135143 | -66748 | -3622151 | -1247036 | -3290786 |
Profit Factor | 1.548 | 1.6694 | 1.4268 | 1.4007 | 1.6617 | 1.1603 |
Total Trades | 605 | 303 | 302 | 605 | 303 | 302 |
Winning Trades | 192 | 94 | 98 | 192 | 94 | 98 |
Losing Trades | 413 | 209 | 204 | 413 | 209 | 204 |
Profitability (%) | 31.7355 | 31.0231 | 32.4503 | 31.7355 | 31.0231 | 32.4503 |
Ratio Avg Win / Avg Loss | 3.3297 | 3.7118 | 2.9701 | 3.013 | 3.6946 | 2.4152 |
Largest Winning Trade | 90468 | 90468 | 47497 | 2504315 | 2504315 | 1920628 |
Largest Losing Trade | -16875 | -16302 | -16875 | -805936 | -805936 | -654871 |
Avg Bars in Trades | 16 | 16 | 16 | 16 | 16 | 16 |
Avg Bars in Winners | 34 | 34 | 33 | 34 | 34 | 33 |
Avg Bars in Losers | 8 | 8 | 7 | 8 | 8 | 7 |
Bars Traded | 9882 | 5027 | 4855 | 9882 | 5027 | 4855 |
Profit Streak | 11.4904 | 30.9904 | 0 | 11.4904 | 30.9904 | 0 |
Trades During Streak | 1 | 3 | 0 | 1 | 3 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 332945 | 231800 | 30637 | 256561 | 243593 | -45050 |
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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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