Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 498324.7425 | 224725.0678 | 273599.6748 | 1222469.4158 | 712574.5416 | 509894.8742 |
Total P&L (%) | 498.3247 | 224.7251 | 273.5997 | 1222.4694 | 712.5745 | 509.8949 |
Avg Daily Profit (%) | 0.3375 | 0.1522 | 0.1853 | 0.175 | 0.142 | 0.1225 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -168159 | -144268 | -87860 | -243676 | -134602 | -226426 |
Profit Factor | 1.2941 | 1.2841 | 1.3029 | 1.4137 | 1.5588 | 1.3036 |
Total Trades | 591 | 295 | 296 | 591 | 295 | 296 |
Winning Trades | 300 | 147 | 153 | 300 | 147 | 153 |
Losing Trades | 291 | 148 | 143 | 291 | 148 | 143 |
Profitability (%) | 50.7614 | 49.8305 | 51.6892 | 50.7614 | 49.8305 | 51.6892 |
Ratio Avg Win / Avg Loss | 1.2553 | 1.2929 | 1.2177 | 1.3713 | 1.5694 | 1.2184 |
Largest Winning Trade | 52081 | 50276 | 52081 | 113130 | 113130 | 107240 |
Largest Losing Trade | -27623 | -27623 | -27307 | -116444 | -54853 | -116444 |
Avg Bars in Trades | 14 | 14 | 15 | 14 | 14 | 15 |
Avg Bars in Winners | 16 | 15 | 16 | 16 | 15 | 16 |
Avg Bars in Losers | 13 | 13 | 13 | 13 | 13 | 13 |
Bars Traded | 8770 | 4292 | 4478 | 8770 | 4292 | 4478 |
Profit Streak | 5.3417 | 0 | 6.3417 | 5.3417 | 0 | 6.3417 |
Trades During Streak | 1 | 0 | 1 | 1 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 468645 | 302344 | 352019 | 459974 | 31948 | -26740 |
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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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