Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 655574.8423 | 392043.0157 | 263531.8265 | 5776102.8861 | 5256807.0187 | 519295.8674 |
Total P&L (%) | 655.5748 | 392.043 | 263.5318 | 5776.1029 | 5256.807 | 519.2959 |
Avg Daily Profit (%) | 0.3895 | 0.2329 | 0.1566 | 0.2423 | 0.2368 | 0.1084 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -121837 | -97744 | -63705 | -6269933 | -2210590 | -4983363 |
Profit Factor | 1.6029 | 1.7094 | 1.4928 | 1.3704 | 1.7354 | 1.0615 |
Total Trades | 475 | 238 | 237 | 475 | 238 | 237 |
Winning Trades | 169 | 78 | 91 | 169 | 78 | 91 |
Losing Trades | 306 | 160 | 146 | 306 | 160 | 146 |
Profitability (%) | 35.5789 | 32.7731 | 38.3966 | 35.5789 | 32.7731 | 38.3966 |
Ratio Avg Win / Avg Loss | 2.9023 | 3.5066 | 2.395 | 2.4814 | 3.5597 | 1.7031 |
Largest Winning Trade | 78633 | 78633 | 55081 | 3224208 | 3224208 | 2365926 |
Largest Losing Trade | -21235 | -17739 | -21235 | -1192188 | -779561 | -1192188 |
Avg Bars in Trades | 10 | 11 | 9 | 10 | 11 | 9 |
Avg Bars in Winners | 18 | 20 | 17 | 18 | 20 | 17 |
Avg Bars in Losers | 5 | 6 | 4 | 5 | 6 | 4 |
Bars Traded | 4991 | 2648 | 2343 | 4991 | 2648 | 2343 |
Profit Streak | 12.2607 | 35.2607 | 0 | 12.2607 | 35.2607 | 0 |
Trades During Streak | 1 | 2 | 0 | 1 | 2 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 376637 | 230463 | 218625 | 280649 | 248454 | -203199 |
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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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