Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 593498.4005 | 401790.7937 | 191707.6069 | 1540542.5086 | 1295190.7757 | 245351.7329 |
Total P&L (%) | 593.4984 | 401.7908 | 191.7076 | 1540.5425 | 1295.1908 | 245.3517 |
Avg Daily Profit (%) | 0.3516 | 0.238 | 0.1136 | 0.1659 | 0.1563 | 0.0735 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -163408 | -157069 | -86286 | -603593 | -445708 | -462588 |
Profit Factor | 1.485 | 1.4727 | 1.5128 | 1.3109 | 1.3707 | 1.1678 |
Total Trades | 643 | 321 | 322 | 643 | 321 | 322 |
Winning Trades | 254 | 111 | 143 | 254 | 111 | 143 |
Losing Trades | 389 | 210 | 179 | 389 | 210 | 179 |
Profitability (%) | 39.5023 | 34.5794 | 44.4099 | 39.5023 | 34.5794 | 44.4099 |
Ratio Avg Win / Avg Loss | 2.2742 | 2.7863 | 1.8936 | 2.0076 | 2.5932 | 1.4618 |
Largest Winning Trade | 192620 | 192620 | 26528 | 792548 | 792548 | 111143 |
Largest Losing Trade | -25009 | -20430 | -25009 | -370764 | -370764 | -243825 |
Avg Bars in Trades | 31 | 56 | 5 | 31 | 56 | 5 |
Avg Bars in Winners | 46 | 97 | 7 | 46 | 97 | 7 |
Avg Bars in Losers | 20 | 34 | 4 | 20 | 34 | 4 |
Bars Traded | 19942 | 18104 | 1838 | 19942 | 18104 | 1838 |
Profit Streak | 0 | 30.0141 | 0 | 0 | 30.0141 | 0 |
Trades During Streak | 0 | 2 | 0 | 0 | 2 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 393682 | 227735 | -39650 | 298230 | 195125 | -131547 |
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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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