Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 986340.4389 | 782974.9436 | 203365.4953 | 3931999.4531 | 2939103.7896 | 992895.6635 |
Total P&L (%) | 986.3404 | 782.9749 | 203.3655 | 3931.9995 | 2939.1038 | 992.8957 |
Avg Daily Profit (%) | 0.5644 | 0.4481 | 0.1164 | 0.2118 | 0.1956 | 0.1369 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -107530 | -127034 | -133255 | -7025548 | -6142137 | -9015253 |
Profit Factor | 1.4658 | 1.6872 | 1.2079 | 1.0409 | 1.0571 | 1.0222 |
Total Trades | 745 | 373 | 372 | 745 | 373 | 372 |
Winning Trades | 338 | 152 | 186 | 338 | 152 | 186 |
Losing Trades | 407 | 221 | 186 | 407 | 221 | 186 |
Profitability (%) | 45.3691 | 40.7507 | 50 | 45.3691 | 40.7507 | 50 |
Ratio Avg Win / Avg Loss | 1.765 | 2.4531 | 1.2079 | 1.2534 | 1.537 | 1.0222 |
Largest Winning Trade | 405168 | 405168 | 49787 | 1988009 | 1988009 | 1606496 |
Largest Losing Trade | -34539 | -34539 | -28907 | -1838143 | -1186496 | -1838143 |
Avg Bars in Trades | 14 | 14 | 13 | 14 | 14 | 13 |
Avg Bars in Winners | 18 | 18 | 17 | 18 | 18 | 17 |
Avg Bars in Losers | 10 | 11 | 9 | 10 | 11 | 9 |
Bars Traded | 10482 | 5380 | 5102 | 10482 | 5380 | 5102 |
Profit Streak | 0 | 0 | 6.9498 | 0 | 0 | 6.9498 |
Trades During Streak | 0 | 0 | 1 | 0 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 566251 | 411470 | -35766 | -165063 | -150525 | -203563 |
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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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