Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 617725.9721 | 382234.6885 | 235491.2836 | 3960371.5118 | 3018015.2871 | 942356.2247 |
Total P&L (%) | 617.726 | 382.2347 | 235.4913 | 3960.3715 | 3018.0153 | 942.3562 |
Avg Daily Profit (%) | 0.368 | 0.2277 | 0.1403 | 0.2209 | 0.2051 | 0.1398 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -146379 | -152351 | -74779 | -1474560 | -822187 | -1577872 |
Profit Factor | 1.535 | 1.6582 | 1.4103 | 1.4451 | 1.7314 | 1.1975 |
Total Trades | 495 | 248 | 247 | 495 | 248 | 247 |
Winning Trades | 155 | 77 | 78 | 155 | 77 | 78 |
Losing Trades | 340 | 171 | 169 | 340 | 171 | 169 |
Profitability (%) | 31.3131 | 31.0484 | 31.5789 | 31.3131 | 31.0484 | 31.5789 |
Ratio Avg Win / Avg Loss | 3.367 | 3.6826 | 3.0556 | 3.1698 | 3.8451 | 2.5945 |
Largest Winning Trade | 84525 | 84525 | 43298 | 1637763 | 1637763 | 1176528 |
Largest Losing Trade | -20892 | -15620 | -20892 | -584807 | -584807 | -301183 |
Avg Bars in Trades | 13 | 13 | 13 | 13 | 13 | 13 |
Avg Bars in Winners | 28 | 27 | 28 | 28 | 27 | 28 |
Avg Bars in Losers | 6 | 7 | 5 | 6 | 7 | 5 |
Bars Traded | 6589 | 3375 | 3214 | 6589 | 3375 | 3214 |
Profit Streak | 10.2732 | 10.5232 | 0 | 10.2732 | 10.5232 | 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 | 300929 | 190794 | -10021 | 235883 | 203930 | -14411 |
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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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