Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 273739.6533 | 202968.7499 | 70770.9034 | 161412.7261 | 75608.3442 | 85804.3819 |
Total P&L (%) | 273.7397 | 202.9688 | 70.7709 | 161.4127 | 75.6083 | 85.8044 |
Avg Daily Profit (%) | 0.2519 | 0.1868 | 0.0651 | 0.0885 | 0.0518 | 0.057 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -143063 | -101724 | -105148 | -772893 | -618903 | -286770 |
Profit Factor | 1.2269 | 1.3384 | 1.1167 | 1.0491 | 1.0454 | 1.053 |
Total Trades | 611 | 306 | 305 | 611 | 306 | 305 |
Winning Trades | 314 | 156 | 158 | 314 | 156 | 158 |
Losing Trades | 297 | 150 | 147 | 297 | 150 | 147 |
Profitability (%) | 51.3912 | 50.9804 | 51.8033 | 51.3912 | 50.9804 | 51.8033 |
Ratio Avg Win / Avg Loss | 1.1605 | 1.2869 | 1.0389 | 0.9923 | 1.0052 | 0.9797 |
Largest Winning Trade | 101051 | 101051 | 33148 | 190937 | 141075 | 190937 |
Largest Losing Trade | -54379 | -18548 | -54379 | -160921 | -109288 | -160921 |
Avg Bars in Trades | 20 | 21 | 20 | 20 | 21 | 20 |
Avg Bars in Winners | 21 | 22 | 21 | 21 | 22 | 21 |
Avg Bars in Losers | 19 | 21 | 18 | 19 | 21 | 18 |
Bars Traded | 12799 | 6697 | 6102 | 12799 | 6697 | 6102 |
Profit Streak | 0 | 0 | 10.068 | 0 | 0 | 10.068 |
Trades During Streak | 0 | 0 | 1 | 0 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 408681 | 333942 | -195933 | -239338 | -292877 | -278413 |
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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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