Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 247851.7589 | 222268.3918 | 25583.3671 | 32367.4127 | 29813.5746 | 2553.8382 |
Total P&L (%) | 247.8518 | 222.2684 | 25.5834 | 32.3674 | 29.8136 | 2.5538 |
Avg Daily Profit (%) | 0.2379 | 0.2134 | 0.0246 | 0.0269 | 0.0251 | 0.0024 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -100648 | -85905 | -71155 | -129025 | -130060 | -70507 |
Profit Factor | 1.3267 | 1.5619 | 1.0705 | 1.0412 | 1.074 | 1.0067 |
Total Trades | 397 | 199 | 198 | 397 | 199 | 198 |
Winning Trades | 166 | 79 | 87 | 166 | 79 | 87 |
Losing Trades | 231 | 120 | 111 | 231 | 120 | 111 |
Profitability (%) | 41.8136 | 39.6985 | 43.9394 | 41.8136 | 39.6985 | 43.9394 |
Ratio Avg Win / Avg Loss | 1.8462 | 2.3724 | 1.3658 | 1.4489 | 1.6313 | 1.2844 |
Largest Winning Trade | 211800 | 211800 | 30826 | 120861 | 120861 | 37569 |
Largest Losing Trade | -16852 | -15750 | -16852 | -30277 | -30277 | -25757 |
Avg Bars in Trades | 61 | 58 | 65 | 61 | 58 | 65 |
Avg Bars in Winners | 95 | 92 | 98 | 95 | 92 | 98 |
Avg Bars in Losers | 37 | 36 | 38 | 37 | 36 | 38 |
Bars Traded | 24567 | 11683 | 12884 | 24567 | 11683 | 12884 |
Profit Streak | 3.9482 | 3.9482 | 25.6149 | 3.9482 | 3.9482 | 25.6149 |
Trades During Streak | 2 | 1 | 3 | 2 | 1 | 3 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 301948 | 242740 | -306979 | -335919 | -304373 | -568946 |
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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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