Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 569579.4853 | 337647.9445 | 231931.5408 | 2872606.6348 | 2428846.8163 | 443759.8185 |
Total P&L (%) | 569.5795 | 337.6479 | 231.9315 | 2872.6066 | 2428.8468 | 443.7598 |
Avg Daily Profit (%) | 0.3384 | 0.2006 | 0.1378 | 0.2017 | 0.1921 | 0.1006 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -84550 | -120892 | -84758 | -1966674 | -744621 | -1584714 |
Profit Factor | 1.5573 | 1.6724 | 1.4462 | 1.457 | 1.8627 | 1.1278 |
Total Trades | 439 | 220 | 219 | 439 | 220 | 219 |
Winning Trades | 160 | 73 | 87 | 160 | 73 | 87 |
Losing Trades | 279 | 147 | 132 | 279 | 147 | 132 |
Profitability (%) | 36.4465 | 33.1818 | 39.726 | 36.4465 | 33.1818 | 39.726 |
Ratio Avg Win / Avg Loss | 2.7156 | 3.3678 | 2.1942 | 2.5406 | 3.7509 | 1.7112 |
Largest Winning Trade | 88840 | 88840 | 53200 | 984901 | 984901 | 819557 |
Largest Losing Trade | -25579 | -17739 | -25579 | -410639 | -295027 | -410639 |
Avg Bars in Trades | 11 | 11 | 10 | 11 | 11 | 10 |
Avg Bars in Winners | 21 | 24 | 19 | 21 | 24 | 19 |
Avg Bars in Losers | 5 | 5 | 5 | 5 | 5 | 5 |
Bars Traded | 5005 | 2628 | 2377 | 5005 | 2628 | 2377 |
Profit Streak | 5.594 | 35.9273 | 0 | 5.594 | 35.9273 | 0 |
Trades During Streak | 1 | 3 | 0 | 1 | 3 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 359782 | 236371 | -10137 | 295652 | 261976 | -140524 |
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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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