Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 482357.5951 | 293494.1613 | 188863.4338 | 1207585.4412 | 1099354.7973 | 108230.6439 |
Total P&L (%) | 482.3576 | 293.4942 | 188.8634 | 1207.5854 | 1099.3548 | 108.2306 |
Avg Daily Profit (%) | 0.2863 | 0.1742 | 0.1121 | 0.1527 | 0.1476 | 0.0435 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -138741 | -120821 | -95889 | -981487 | -367005 | -642862 |
Profit Factor | 1.3962 | 1.4906 | 1.305 | 1.3928 | 1.7695 | 1.0658 |
Total Trades | 393 | 197 | 196 | 393 | 197 | 196 |
Winning Trades | 169 | 84 | 85 | 169 | 84 | 85 |
Losing Trades | 224 | 113 | 111 | 224 | 113 | 111 |
Profitability (%) | 43.0025 | 42.6396 | 43.3673 | 43.0025 | 42.6396 | 43.3673 |
Ratio Avg Win / Avg Loss | 1.8506 | 2.0052 | 1.7042 | 1.846 | 2.3804 | 1.3918 |
Largest Winning Trade | 81141 | 81141 | 42323 | 557652 | 557652 | 254170 |
Largest Losing Trade | -26033 | -18281 | -26033 | -265064 | -141432 | -265064 |
Avg Bars in Trades | 12 | 12 | 13 | 12 | 12 | 13 |
Avg Bars in Winners | 17 | 16 | 18 | 17 | 16 | 18 |
Avg Bars in Losers | 8 | 8 | 8 | 8 | 8 | 8 |
Bars Traded | 4998 | 2401 | 2597 | 4998 | 2401 | 2597 |
Profit Streak | 25.0888 | 26.4221 | 25.0888 | 25.0888 | 26.4221 | 25.0888 |
Trades During Streak | 3 | 2 | 1 | 3 | 2 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 403822 | 312074 | -43392 | 376951 | 239211 | -284220 |
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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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