Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1210005.9619 | 1012629.1877 | 197376.7742 | 2384877.8436 | 932345.0646 | 1452532.779 |
Total P&L (%) | 1210.006 | 1012.6292 | 197.3768 | 2384.8778 | 932.3451 | 1452.5328 |
Avg Daily Profit (%) | 0.5203 | 0.4354 | 0.0849 | 0.1382 | 0.1004 | 0.118 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -184097 | -119783 | -232084 | -1535231 | -1401607 | -875281 |
Profit Factor | 1.7108 | 2.1886 | 1.2321 | 1.2596 | 1.198 | 1.3244 |
Total Trades | 459 | 229 | 230 | 459 | 229 | 230 |
Winning Trades | 137 | 62 | 75 | 137 | 62 | 75 |
Losing Trades | 322 | 167 | 155 | 322 | 167 | 155 |
Profitability (%) | 29.8475 | 27.0742 | 32.6087 | 29.8475 | 27.0742 | 32.6087 |
Ratio Avg Win / Avg Loss | 4.0209 | 5.8951 | 2.5463 | 2.9606 | 3.2269 | 2.7372 |
Largest Winning Trade | 587980 | 587980 | 49962 | 1511463 | 1511463 | 505097 |
Largest Losing Trade | -27598 | -27598 | -23400 | -596022 | -316080 | -596022 |
Avg Bars in Trades | 30 | 27 | 33 | 30 | 27 | 33 |
Avg Bars in Winners | 69 | 66 | 71 | 69 | 66 | 71 |
Avg Bars in Losers | 13 | 12 | 14 | 13 | 12 | 14 |
Bars Traded | 13890 | 6254 | 7636 | 13890 | 6254 | 7636 |
Profit Streak | 5.1756 | 0 | 25.1756 | 5.1756 | 0 | 25.1756 |
Trades During Streak | 1 | 0 | 2 | 1 | 0 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 312463 | -5538 | -83959 | -12457 | -79850 | -38815 |
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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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