Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 617337.3192 | 370354.1282 | 246983.1909 | 4210935.458 | 3810152.2016 | 400783.2563 |
Total P&L (%) | 617.3373 | 370.3541 | 246.9832 | 4210.9355 | 3810.1522 | 400.7833 |
Avg Daily Profit (%) | 0.3664 | 0.2198 | 0.1466 | 0.2237 | 0.2178 | 0.0957 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -153855 | -97322 | -77043 | -4409255 | -1589607 | -3042680 |
Profit Factor | 1.4847 | 1.5982 | 1.3774 | 1.2841 | 1.569 | 1.0493 |
Total Trades | 608 | 304 | 304 | 608 | 304 | 304 |
Winning Trades | 207 | 99 | 108 | 207 | 99 | 108 |
Losing Trades | 401 | 205 | 196 | 401 | 205 | 196 |
Profitability (%) | 34.0461 | 32.5658 | 35.5263 | 34.0461 | 32.5658 | 35.5263 |
Ratio Avg Win / Avg Loss | 2.8761 | 3.3093 | 2.4996 | 2.4876 | 3.2489 | 1.9043 |
Largest Winning Trade | 84913 | 84913 | 43298 | 2297481 | 2297481 | 1588323 |
Largest Losing Trade | -23519 | -17071 | -23519 | -841311 | -717950 | -841311 |
Avg Bars in Trades | 10 | 11 | 10 | 10 | 11 | 10 |
Avg Bars in Winners | 20 | 21 | 19 | 20 | 21 | 19 |
Avg Bars in Losers | 5 | 6 | 5 | 5 | 6 | 5 |
Bars Traded | 6647 | 3457 | 3190 | 6647 | 3457 | 3190 |
Profit Streak | 0 | 0 | 13.8397 | 0 | 0 | 13.8397 |
Trades During Streak | 0 | 0 | 1 | 0 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 325218 | 192230 | 21907 | 237158 | 200204 | -234124 |
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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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