Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 517639.9861 | 292551.1449 | 225088.8411 | 4101341.8095 | 323837.9504 | 3777503.8591 |
Total P&L (%) | 517.64 | 292.5511 | 225.0888 | 4101.3418 | 323.838 | 3777.5039 |
Avg Daily Profit (%) | 0.497 | 0.2809 | 0.2161 | 0.3595 | 0.1387 | 0.3518 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -83048 | -94024 | -32139 | -4064034 | -3826323 | -1041692 |
Profit Factor | 1.4745 | 1.3976 | 1.6336 | 1.1872 | 1.0204 | 1.6295 |
Total Trades | 789 | 394 | 395 | 789 | 394 | 395 |
Winning Trades | 504 | 263 | 241 | 504 | 263 | 241 |
Losing Trades | 285 | 131 | 154 | 285 | 131 | 154 |
Profitability (%) | 63.8783 | 66.7513 | 61.0127 | 63.8783 | 66.7513 | 61.0127 |
Ratio Avg Win / Avg Loss | 0.8338 | 0.6962 | 1.0439 | 0.6713 | 0.5082 | 1.0412 |
Largest Winning Trade | 29499 | 28175 | 29499 | 1738349 | 921514 | 1738349 |
Largest Losing Trade | -47033 | -47033 | -19426 | -3589273 | -3589273 | -829277 |
Avg Bars in Trades | 31 | 51 | 11 | 31 | 51 | 11 |
Avg Bars in Winners | 20 | 30 | 9 | 20 | 30 | 9 |
Avg Bars in Losers | 51 | 94 | 13 | 51 | 94 | 13 |
Bars Traded | 24797 | 20427 | 4370 | 24797 | 20427 | 4370 |
Profit Streak | 5.4039 | 5.4873 | 5.4039 | 5.4039 | 5.4873 | 5.4039 |
Trades During Streak | 2 | 1 | 1 | 2 | 1 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 632671 | 421497 | 491890 | 23158 | -203233 | 548355 |
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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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