Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 489722.1985 | 425948.6568 | 63773.5417 | -26100.4908 | 458792.1882 | -484892.679 |
Total P&L (%) | 489.7222 | 425.9487 | 63.7735 | -26.1005 | 458.7922 | -484.8927 |
Avg Daily Profit (%) | 0.2615 | 0.2275 | 0.0341 | -0.0162 | 0.0919 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -159465 | -127389 | -154077 | -2783070 | -2708326 | -1636164 |
Profit Factor | 1.1962 | 1.37 | 1.0474 | 0.9989 | 1.0396 | 0.9578 |
Total Trades | 741 | 371 | 370 | 741 | 371 | 370 |
Winning Trades | 346 | 171 | 175 | 346 | 171 | 175 |
Losing Trades | 395 | 200 | 195 | 395 | 200 | 195 |
Profitability (%) | 46.6937 | 46.0916 | 47.2973 | 46.6937 | 46.0916 | 47.2973 |
Ratio Avg Win / Avg Loss | 1.3656 | 1.6024 | 1.1671 | 1.1403 | 1.2159 | 1.0673 |
Largest Winning Trade | 91721 | 91721 | 72967 | 691644 | 691644 | 569449 |
Largest Losing Trade | -83511 | -35377 | -83511 | -674027 | -576790 | -674027 |
Avg Bars in Trades | 14 | 14 | 15 | 14 | 14 | 15 |
Avg Bars in Winners | 16 | 14 | 18 | 16 | 14 | 18 |
Avg Bars in Losers | 13 | 13 | 13 | 13 | 13 | 13 |
Bars Traded | 11100 | 5201 | 5899 | 11100 | 5201 | 5899 |
Profit Streak | 8.6941 | 8.6941 | 27.3607 | 8.6941 | 8.6941 | 27.3607 |
Trades During Streak | 2 | 1 | 3 | 2 | 1 | 3 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 266738 | 370467 | -314115 | -575128 | -246355 | -577041 |
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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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