Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 608528.5809 | 487631.9334 | 120896.6475 | 652894.9058 | 75768.0838 | 577126.8221 |
Total P&L (%) | 608.5286 | 487.6319 | 120.8966 | 652.8949 | 75.7681 | 577.1268 |
Avg Daily Profit (%) | 0.2921 | 0.2341 | 0.058 | 0.0969 | 0.0271 | 0.0919 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -91898 | -84543 | -167541 | -1208078 | -992550 | -581096 |
Profit Factor | 1.4019 | 1.6678 | 1.1542 | 1.0964 | 1.0215 | 1.1772 |
Total Trades | 589 | 294 | 295 | 589 | 294 | 295 |
Winning Trades | 271 | 132 | 139 | 271 | 132 | 139 |
Losing Trades | 318 | 162 | 156 | 318 | 162 | 156 |
Profitability (%) | 46.0102 | 44.898 | 47.1186 | 46.0102 | 44.898 | 47.1186 |
Ratio Avg Win / Avg Loss | 1.6451 | 2.0468 | 1.2954 | 1.2865 | 1.2537 | 1.3212 |
Largest Winning Trade | 230951 | 230951 | 57457 | 649065 | 649065 | 442808 |
Largest Losing Trade | -43985 | -19767 | -43985 | -261478 | -213624 | -261478 |
Avg Bars in Trades | 41 | 37 | 46 | 41 | 37 | 46 |
Avg Bars in Winners | 59 | 48 | 69 | 59 | 48 | 69 |
Avg Bars in Losers | 26 | 27 | 25 | 26 | 27 | 25 |
Bars Traded | 24664 | 10918 | 13746 | 24664 | 10918 | 13746 |
Profit Streak | 13.1403 | 13.1403 | 16.8903 | 13.1403 | 13.1403 | 16.8903 |
Trades During Streak | 5 | 2 | 5 | 5 | 2 | 5 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 495631 | 401372 | -164841 | -174508 | -353461 | -94043 |
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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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