Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 556346.6294 | 341603.7405 | 214742.8889 | 2368763.1418 | 1561279.8731 | 807483.2687 |
Total P&L (%) | 556.3466 | 341.6037 | 214.7429 | 2368.7631 | 1561.2799 | 807.4833 |
Avg Daily Profit (%) | 0.3305 | 0.2029 | 0.1276 | 0.1906 | 0.1671 | 0.1311 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -78426 | -92066 | -50632 | -2535865 | -1316120 | -1782967 |
Profit Factor | 1.5088 | 1.5882 | 1.4189 | 1.1899 | 1.2191 | 1.151 |
Total Trades | 441 | 220 | 221 | 441 | 220 | 221 |
Winning Trades | 188 | 88 | 100 | 188 | 88 | 100 |
Losing Trades | 253 | 132 | 121 | 253 | 132 | 121 |
Profitability (%) | 42.6304 | 40 | 45.2489 | 42.6304 | 40 | 45.2489 |
Ratio Avg Win / Avg Loss | 2.0304 | 2.3822 | 1.7168 | 1.6013 | 1.8286 | 1.3927 |
Largest Winning Trade | 80949 | 80949 | 45356 | 1499154 | 1499154 | 999720 |
Largest Losing Trade | -32900 | -25470 | -32900 | -967652 | -967652 | -678942 |
Avg Bars in Trades | 45 | 53 | 36 | 45 | 53 | 36 |
Avg Bars in Winners | 66 | 78 | 54 | 66 | 78 | 54 |
Avg Bars in Losers | 29 | 36 | 21 | 29 | 36 | 21 |
Bars Traded | 19931 | 11804 | 8127 | 19931 | 11804 | 8127 |
Profit Streak | 0 | 28.8188 | 0 | 0 | 28.8188 | 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 | 398251 | 282568 | -22063 | -3157 | 205336 | -73299 |
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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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