Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 548615.972 | 466016.5156 | 82599.4564 | 447392.3607 | 789882.0354 | -342489.6746 |
Total P&L (%) | 548.616 | 466.0165 | 82.5995 | 447.3924 | 789.882 | -342.4897 |
Avg Daily Profit (%) | 0.2949 | 0.2505 | 0.0444 | 0.0914 | 0.1176 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -121185 | -100718 | -114636 | -1193292 | -825303 | -1035600 |
Profit Factor | 1.3308 | 1.6175 | 1.0914 | 1.039 | 1.1521 | 0.9456 |
Total Trades | 620 | 310 | 310 | 620 | 310 | 310 |
Winning Trades | 277 | 125 | 152 | 277 | 125 | 152 |
Losing Trades | 343 | 185 | 158 | 343 | 185 | 158 |
Profitability (%) | 44.6774 | 40.3226 | 49.0323 | 44.6774 | 40.3226 | 49.0323 |
Ratio Avg Win / Avg Loss | 1.6479 | 2.3939 | 1.1345 | 1.2865 | 1.7052 | 0.9829 |
Largest Winning Trade | 264073 | 264073 | 41964 | 641363 | 641363 | 282123 |
Largest Losing Trade | -31686 | -16442 | -31686 | -380266 | -149998 | -380266 |
Avg Bars in Trades | 35 | 29 | 42 | 35 | 29 | 42 |
Avg Bars in Winners | 46 | 39 | 53 | 46 | 39 | 53 |
Avg Bars in Losers | 26 | 23 | 31 | 26 | 23 | 31 |
Bars Traded | 22227 | 9193 | 13034 | 22227 | 9193 | 13034 |
Profit Streak | 0.905 | 0 | 1.0717 | 0.905 | 0 | 1.0717 |
Trades During Streak | 1 | 0 | 1 | 1 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 300456 | 313006 | -255794 | -250478 | -90131 | -582981 |
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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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