Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 406948.5443 | 113355.4875 | 293593.0568 | 582279.9972 | 1905.8074 | 580374.1898 |
Total P&L (%) | 406.9485 | 113.3555 | 293.5931 | 582.28 | 1.9058 | 580.3742 |
Avg Daily Profit (%) | 0.2547 | 0.071 | 0.1838 | 0.1203 | 0.0012 | 0.1201 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -153791 | -90380 | -75358 | -572174 | -452544 | -494929 |
Profit Factor | 1.2455 | 1.1307 | 1.3715 | 1.074 | 1.0005 | 1.1537 |
Total Trades | 701 | 351 | 350 | 701 | 351 | 350 |
Winning Trades | 318 | 150 | 168 | 318 | 150 | 168 |
Losing Trades | 383 | 201 | 182 | 383 | 201 | 182 |
Profitability (%) | 45.3638 | 42.735 | 48 | 45.3638 | 42.735 | 48 |
Ratio Avg Win / Avg Loss | 1.5001 | 1.5151 | 1.4858 | 1.2935 | 1.3406 | 1.2499 |
Largest Winning Trade | 70541 | 70541 | 43940 | 212599 | 212599 | 163730 |
Largest Losing Trade | -27816 | -18438 | -27816 | -219415 | -120975 | -219415 |
Avg Bars in Trades | 13 | 12 | 14 | 13 | 12 | 14 |
Avg Bars in Winners | 17 | 15 | 19 | 17 | 15 | 19 |
Avg Bars in Losers | 10 | 10 | 10 | 10 | 10 | 10 |
Bars Traded | 9549 | 4422 | 5127 | 9549 | 4422 | 5127 |
Profit Streak | 0 | 0 | 8.4917 | 0 | 0 | 8.4917 |
Trades During Streak | 0 | 0 | 1 | 0 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 399139 | -175148 | 340157 | -169009 | -578290 | -82244 |
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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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