Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 653146.2839 | 570232.6513 | 82913.6325 | 281111.0558 | 125991.7577 | 155119.2981 |
Total P&L (%) | 653.1463 | 570.2327 | 82.9136 | 281.1111 | 125.9918 | 155.1193 |
Avg Daily Profit (%) | 0.2711 | 0.2367 | 0.0344 | 0.0555 | 0.0338 | 0.0389 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -156125 | -107858 | -187408 | -2251571 | -1419581 | -882139 |
Profit Factor | 1.3883 | 1.6985 | 1.0958 | 1.0224 | 1.0194 | 1.0257 |
Total Trades | 510 | 255 | 255 | 510 | 255 | 255 |
Winning Trades | 203 | 100 | 103 | 203 | 100 | 103 |
Losing Trades | 307 | 155 | 152 | 307 | 155 | 152 |
Profitability (%) | 39.8039 | 39.2157 | 40.3922 | 39.8039 | 39.2157 | 40.3922 |
Ratio Avg Win / Avg Loss | 2.0996 | 2.6327 | 1.6171 | 1.5462 | 1.5801 | 1.5136 |
Largest Winning Trade | 251535 | 251535 | 38166 | 852663 | 852663 | 397447 |
Largest Losing Trade | -31259 | -18855 | -31259 | -486353 | -486353 | -375045 |
Avg Bars in Trades | 18 | 17 | 19 | 18 | 17 | 19 |
Avg Bars in Winners | 28 | 27 | 29 | 28 | 27 | 29 |
Avg Bars in Losers | 12 | 11 | 12 | 12 | 11 | 12 |
Bars Traded | 9523 | 4541 | 4982 | 9523 | 4541 | 4982 |
Profit Streak | 0 | 0 | 16.8084 | 0 | 0 | 16.8084 |
Trades During Streak | 0 | 0 | 1 | 0 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 336882 | 303557 | -263074 | -314518 | -348893 | -334252 |
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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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