Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 794815.9085 | 597430.2211 | 197385.6874 | 1009172.5944 | 498705.2076 | 510467.3868 |
Total P&L (%) | 794.8159 | 597.4302 | 197.3857 | 1009.1726 | 498.7052 | 510.4674 |
Avg Daily Profit (%) | 0.5398 | 0.4057 | 0.1341 | 0.1636 | 0.1216 | 0.1229 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -110342 | -111163 | -87842 | -676820 | -467431 | -544933 |
Profit Factor | 1.7223 | 2.0115 | 1.3871 | 1.1815 | 1.1672 | 1.1982 |
Total Trades | 363 | 182 | 181 | 363 | 182 | 181 |
Winning Trades | 167 | 80 | 87 | 167 | 80 | 87 |
Losing Trades | 196 | 102 | 94 | 196 | 102 | 94 |
Profitability (%) | 46.0055 | 43.956 | 48.0663 | 46.0055 | 43.956 | 48.0663 |
Ratio Avg Win / Avg Loss | 2.0213 | 2.5647 | 1.4988 | 1.3867 | 1.4882 | 1.2946 |
Largest Winning Trade | 396450 | 396450 | 63761 | 518601 | 518601 | 206408 |
Largest Losing Trade | -25502 | -22340 | -25502 | -193080 | -152954 | -193080 |
Avg Bars in Trades | 47 | 40 | 55 | 47 | 40 | 55 |
Avg Bars in Winners | 63 | 46 | 78 | 63 | 46 | 78 |
Avg Bars in Losers | 34 | 35 | 34 | 34 | 35 | 34 |
Bars Traded | 17387 | 7335 | 10052 | 17387 | 7335 | 10052 |
Profit Streak | 0 | 0 | 18.479 | 0 | 0 | 18.479 |
Trades During Streak | 0 | 0 | 1 | 0 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 523822 | 419972 | -13247 | -12761 | -69229 | -30814 |
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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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