Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 491735.3477 | 360522.6485 | 131212.6993 | 754195.0788 | 160979.9586 | 593215.1202 |
Total P&L (%) | 491.7353 | 360.5226 | 131.2127 | 754.1951 | 160.98 | 593.2151 |
Avg Daily Profit (%) | 0.2237 | 0.164 | 0.0597 | 0.0976 | 0.0436 | 0.0881 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -198847 | -156423 | -85412 | -9383498 | -6386510 | -3502403 |
Profit Factor | 1.2704 | 1.3857 | 1.1484 | 1.024 | 1.0094 | 1.0418 |
Total Trades | 585 | 292 | 293 | 585 | 292 | 293 |
Winning Trades | 313 | 151 | 162 | 313 | 151 | 162 |
Losing Trades | 272 | 141 | 131 | 272 | 141 | 131 |
Profitability (%) | 53.5043 | 51.7123 | 55.2901 | 53.5043 | 51.7123 | 55.2901 |
Ratio Avg Win / Avg Loss | 1.104 | 1.2939 | 0.9287 | 0.8899 | 0.9425 | 0.8424 |
Largest Winning Trade | 50293 | 50293 | 35599 | 1732305 | 1732305 | 1000563 |
Largest Losing Trade | -41796 | -41796 | -29921 | -1592910 | -1592910 | -1427119 |
Avg Bars in Trades | 14 | 14 | 14 | 14 | 14 | 14 |
Avg Bars in Winners | 14 | 14 | 14 | 14 | 14 | 14 |
Avg Bars in Losers | 14 | 14 | 14 | 14 | 14 | 14 |
Bars Traded | 8567 | 4275 | 4292 | 8567 | 4275 | 4292 |
Profit Streak | 7.334 | 0 | 10.834 | 7.334 | 0 | 10.834 |
Trades During Streak | 1 | 0 | 1 | 1 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 439033 | 338121 | -169559 | -253524 | -345039 | -248531 |
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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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