Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 591974.44 | 406883.3375 | 185091.1025 | 1206044.7091 | 666226.8609 | 539817.8482 |
Total P&L (%) | 591.9744 | 406.8833 | 185.0911 | 1206.0447 | 666.2269 | 539.8178 |
Avg Daily Profit (%) | 0.3375 | 0.232 | 0.1055 | 0.1466 | 0.1162 | 0.1059 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -128560 | -85367 | -94499 | -3263191 | -1921926 | -2061175 |
Profit Factor | 1.4695 | 1.6373 | 1.2974 | 1.0676 | 1.0732 | 1.0618 |
Total Trades | 397 | 199 | 198 | 397 | 199 | 198 |
Winning Trades | 193 | 94 | 99 | 193 | 94 | 99 |
Losing Trades | 204 | 105 | 99 | 204 | 105 | 99 |
Profitability (%) | 48.6146 | 47.2362 | 50 | 48.6146 | 47.2362 | 50 |
Ratio Avg Win / Avg Loss | 1.5533 | 1.8289 | 1.2974 | 1.1285 | 1.1987 | 1.0618 |
Largest Winning Trade | 224388 | 224388 | 48934 | 1343126 | 1343126 | 529488 |
Largest Losing Trade | -26793 | -20730 | -26793 | -708670 | -519933 | -708670 |
Avg Bars in Trades | 26 | 21 | 30 | 26 | 21 | 30 |
Avg Bars in Winners | 35 | 25 | 44 | 35 | 25 | 44 |
Avg Bars in Losers | 17 | 18 | 15 | 17 | 18 | 15 |
Bars Traded | 10349 | 4353 | 5996 | 10349 | 4353 | 5996 |
Profit Streak | 15.9198 | 15.9198 | 17.7532 | 15.9198 | 15.9198 | 17.7532 |
Trades During Streak | 4 | 2 | 2 | 4 | 2 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 532709 | 423135 | -50503 | -139734 | -176819 | -202210 |
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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) |
---|