Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 604651.6467 | 379261.8253 | 225389.8214 | 3159159.6083 | 2384162.0861 | 774997.5222 |
Total P&L (%) | 604.6516 | 379.2618 | 225.3898 | 3159.1596 | 2384.1621 | 774.9975 |
Avg Daily Profit (%) | 0.3576 | 0.2243 | 0.1333 | 0.2062 | 0.1902 | 0.1284 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -165414 | -156050 | -76388 | -1831429 | -604722 | -1435058 |
Profit Factor | 1.5484 | 1.6782 | 1.4147 | 1.5865 | 1.9039 | 1.2819 |
Total Trades | 430 | 215 | 215 | 430 | 215 | 215 |
Winning Trades | 148 | 71 | 77 | 148 | 71 | 77 |
Losing Trades | 282 | 144 | 138 | 282 | 144 | 138 |
Profitability (%) | 34.4186 | 33.0233 | 35.814 | 34.4186 | 33.0233 | 35.814 |
Ratio Avg Win / Avg Loss | 2.9502 | 3.4037 | 2.5355 | 3.0229 | 3.8614 | 2.2975 |
Largest Winning Trade | 88993 | 88993 | 56251 | 1164057 | 1164057 | 846384 |
Largest Losing Trade | -27028 | -17739 | -27028 | -392271 | -392271 | -240733 |
Avg Bars in Trades | 11 | 11 | 11 | 11 | 11 | 11 |
Avg Bars in Winners | 21 | 22 | 21 | 21 | 22 | 21 |
Avg Bars in Losers | 6 | 6 | 5 | 6 | 6 | 5 |
Bars Traded | 4970 | 2531 | 2439 | 4970 | 2531 | 2439 |
Profit Streak | 19.8673 | 42.534 | 19.8673 | 19.8673 | 42.534 | 19.8673 |
Trades During Streak | 2 | 3 | 1 | 2 | 3 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 346605 | 240345 | -17306 | 308430 | 260523 | -24281 |
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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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