Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 632255.4074 | 507958.8802 | 124296.5272 | 1253192.3916 | 666301.5523 | 586890.8393 |
Total P&L (%) | 632.2554 | 507.9589 | 124.2965 | 1253.1924 | 666.3016 | 586.8908 |
Avg Daily Profit (%) | 0.3414 | 0.2743 | 0.0671 | 0.1407 | 0.11 | 0.1041 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -132175 | -102398 | -143719 | -1614243 | -1079406 | -699386 |
Profit Factor | 1.4411 | 1.7107 | 1.173 | 1.1101 | 1.1185 | 1.1019 |
Total Trades | 563 | 281 | 282 | 563 | 281 | 282 |
Winning Trades | 211 | 94 | 117 | 211 | 94 | 117 |
Losing Trades | 352 | 187 | 165 | 352 | 187 | 165 |
Profitability (%) | 37.4778 | 33.452 | 41.4894 | 37.4778 | 33.452 | 41.4894 |
Ratio Avg Win / Avg Loss | 2.4041 | 3.4031 | 1.6542 | 1.852 | 2.2252 | 1.554 |
Largest Winning Trade | 232457 | 232457 | 40704 | 649707 | 649707 | 439970 |
Largest Losing Trade | -27613 | -24269 | -27613 | -316671 | -159919 | -316671 |
Avg Bars in Trades | 19 | 19 | 19 | 19 | 19 | 19 |
Avg Bars in Winners | 35 | 37 | 33 | 35 | 37 | 33 |
Avg Bars in Losers | 10 | 10 | 9 | 10 | 10 | 9 |
Bars Traded | 11053 | 5453 | 5600 | 11053 | 5453 | 5600 |
Profit Streak | 7.1277 | 0 | 8.1277 | 7.1277 | 0 | 8.1277 |
Trades During Streak | 1 | 0 | 1 | 1 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 372078 | 240152 | -133913 | -103947 | -139973 | -162307 |
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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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