Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 448272.2354 | 314185.3219 | 134086.9135 | 478665.0525 | 472268.6089 | 6396.4436 |
Total P&L (%) | 448.2722 | 314.1853 | 134.0869 | 478.6651 | 472.2686 | 6.3964 |
Avg Daily Profit (%) | 0.2648 | 0.1856 | 0.0792 | 0.1037 | 0.1031 | 0.0037 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -158027 | -136554 | -83496 | -633406 | -472774 | -532317 |
Profit Factor | 1.2544 | 1.3786 | 1.1438 | 1.0946 | 1.2078 | 1.0023 |
Total Trades | 756 | 378 | 378 | 756 | 378 | 378 |
Winning Trades | 345 | 159 | 186 | 345 | 159 | 186 |
Losing Trades | 411 | 219 | 192 | 411 | 219 | 192 |
Profitability (%) | 45.6349 | 42.0635 | 49.2063 | 45.6349 | 42.0635 | 49.2063 |
Ratio Avg Win / Avg Loss | 1.4943 | 1.8988 | 1.1807 | 1.304 | 1.6635 | 1.0346 |
Largest Winning Trade | 86406 | 86406 | 51103 | 182104 | 182104 | 136090 |
Largest Losing Trade | -34138 | -20730 | -34138 | -215216 | -82188 | -215216 |
Avg Bars in Trades | 8 | 9 | 8 | 8 | 9 | 8 |
Avg Bars in Winners | 10 | 12 | 8 | 10 | 12 | 8 |
Avg Bars in Losers | 7 | 7 | 8 | 7 | 7 | 8 |
Bars Traded | 6738 | 3641 | 3097 | 6738 | 3641 | 3097 |
Profit Streak | 4.9523 | 12.2023 | 4.9523 | 4.9523 | 12.2023 | 4.9523 |
Trades During Streak | 2 | 2 | 1 | 2 | 2 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 419358 | 319327 | -147489 | -167261 | -55023 | -569640 |
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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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