Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 762579.5931 | 646944.5244 | 115635.0687 | 793922.8636 | 577406.3072 | 216516.5564 |
Total P&L (%) | 762.5796 | 646.9445 | 115.6351 | 793.9229 | 577.4063 | 216.5166 |
Avg Daily Profit (%) | 0.3156 | 0.2677 | 0.0479 | 0.0907 | 0.0792 | 0.0477 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -140925 | -119831 | -189264 | -1610371 | -826582 | -1771719 |
Profit Factor | 1.3732 | 1.666 | 1.1079 | 1.0576 | 1.0872 | 1.0302 |
Total Trades | 691 | 345 | 346 | 691 | 345 | 346 |
Winning Trades | 235 | 115 | 120 | 235 | 115 | 120 |
Losing Trades | 456 | 230 | 226 | 456 | 230 | 226 |
Profitability (%) | 34.0087 | 33.3333 | 34.6821 | 34.0087 | 33.3333 | 34.6821 |
Ratio Avg Win / Avg Loss | 2.6645 | 3.3319 | 2.0865 | 2.0521 | 2.1744 | 1.9402 |
Largest Winning Trade | 316725 | 316725 | 55367 | 640351 | 640351 | 459618 |
Largest Losing Trade | -22977 | -20647 | -22977 | -281695 | -277485 | -281695 |
Avg Bars in Trades | 10 | 10 | 9 | 10 | 10 | 9 |
Avg Bars in Winners | 19 | 20 | 18 | 19 | 20 | 18 |
Avg Bars in Losers | 5 | 5 | 5 | 5 | 5 | 5 |
Bars Traded | 7165 | 3743 | 3422 | 7165 | 3743 | 3422 |
Profit Streak | 10.1187 | 0 | 11.452 | 10.1187 | 0 | 11.452 |
Trades During Streak | 1 | 0 | 1 | 1 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 323900 | 245408 | -233555 | -229223 | -215226 | -319199 |
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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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