Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 423041.4921 | 257548.3762 | 165493.1159 | 639975.6635 | 405221.4547 | 234754.2088 |
Total P&L (%) | 423.0415 | 257.5484 | 165.4931 | 639.9757 | 405.2215 | 234.7542 |
Avg Daily Profit (%) | 0.2504 | 0.1524 | 0.098 | 0.1185 | 0.0959 | 0.0715 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -117932 | -111647 | -89948 | -1980536 | -1003337 | -1442813 |
Profit Factor | 1.2441 | 1.2645 | 1.2179 | 1.0383 | 1.0432 | 1.032 |
Total Trades | 985 | 492 | 493 | 985 | 492 | 493 |
Winning Trades | 467 | 219 | 248 | 467 | 219 | 248 |
Losing Trades | 518 | 273 | 245 | 518 | 273 | 245 |
Profitability (%) | 47.4112 | 44.5122 | 50.3043 | 47.4112 | 44.5122 | 50.3043 |
Ratio Avg Win / Avg Loss | 1.38 | 1.5763 | 1.2032 | 1.1517 | 1.3004 | 1.0195 |
Largest Winning Trade | 73448 | 73448 | 41521 | 647972 | 647972 | 274416 |
Largest Losing Trade | -27910 | -27910 | -18366 | -407848 | -407848 | -240524 |
Avg Bars in Trades | 20 | 23 | 17 | 20 | 23 | 17 |
Avg Bars in Winners | 24 | 28 | 21 | 24 | 28 | 21 |
Avg Bars in Losers | 16 | 19 | 14 | 16 | 19 | 14 |
Bars Traded | 20159 | 11505 | 8654 | 20159 | 11505 | 8654 |
Profit Streak | 0 | 6.4615 | 0 | 0 | 6.4615 | 0 |
Trades During Streak | 0 | 1 | 0 | 0 | 1 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 454528 | 325534 | -60280 | -207942 | -237108 | -280401 |
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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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