Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 579104.5967 | 452287.2771 | 126817.3196 | 1286204.1678 | 169715.7422 | 1116488.4256 |
Total P&L (%) | 579.1046 | 452.2873 | 126.8173 | 1286.2042 | 169.7157 | 1116.4884 |
Avg Daily Profit (%) | 0.3126 | 0.2442 | 0.0685 | 0.142 | 0.0536 | 0.135 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -121928 | -115929 | -81895 | -3052614 | -2736673 | -2106766 |
Profit Factor | 1.3383 | 1.5265 | 1.1487 | 1.0435 | 1.0115 | 1.0755 |
Total Trades | 726 | 363 | 363 | 726 | 363 | 363 |
Winning Trades | 259 | 125 | 134 | 259 | 125 | 134 |
Losing Trades | 467 | 238 | 229 | 467 | 238 | 229 |
Profitability (%) | 35.6749 | 34.4353 | 36.9146 | 35.6749 | 34.4353 | 36.9146 |
Ratio Avg Win / Avg Loss | 2.4131 | 2.9065 | 1.9631 | 1.8815 | 1.9258 | 1.8379 |
Largest Winning Trade | 171835 | 171835 | 43965 | 1082924 | 920663 | 1082924 |
Largest Losing Trade | -31065 | -14340 | -31065 | -445177 | -300892 | -445177 |
Avg Bars in Trades | 10 | 9 | 10 | 10 | 9 | 10 |
Avg Bars in Winners | 18 | 17 | 19 | 18 | 17 | 19 |
Avg Bars in Losers | 5 | 5 | 5 | 5 | 5 | 5 |
Bars Traded | 7379 | 3498 | 3881 | 7379 | 3498 | 3881 |
Profit Streak | 7.0774 | 0 | 8.0774 | 7.0774 | 0 | 8.0774 |
Trades During Streak | 1 | 0 | 1 | 1 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 346044 | 221225 | -160114 | -175405 | -332589 | -151605 |
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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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