Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 514798.3115 | 283300.6281 | 231497.6834 | 1655927.9483 | 1418860.4092 | 237067.5391 |
Total P&L (%) | 514.7983 | 283.3006 | 231.4977 | 1655.9279 | 1418.8604 | 237.0675 |
Avg Daily Profit (%) | 0.305 | 0.1679 | 0.1372 | 0.1699 | 0.1613 | 0.072 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -138741 | -120821 | -108288 | -1252289 | -468265 | -820234 |
Profit Factor | 1.4222 | 1.4736 | 1.3726 | 1.4084 | 1.7577 | 1.1087 |
Total Trades | 395 | 197 | 198 | 395 | 197 | 198 |
Winning Trades | 170 | 84 | 86 | 170 | 84 | 86 |
Losing Trades | 225 | 113 | 112 | 225 | 113 | 112 |
Profitability (%) | 43.038 | 42.6396 | 43.4343 | 43.038 | 42.6396 | 43.4343 |
Ratio Avg Win / Avg Loss | 1.8823 | 1.9823 | 1.7876 | 1.8641 | 2.3645 | 1.4439 |
Largest Winning Trade | 70948 | 70948 | 43125 | 711514 | 711514 | 324298 |
Largest Losing Trade | -26033 | -18281 | -26033 | -338198 | -180455 | -338198 |
Avg Bars in Trades | 12 | 12 | 13 | 12 | 12 | 13 |
Avg Bars in Winners | 18 | 16 | 19 | 18 | 16 | 19 |
Avg Bars in Losers | 8 | 8 | 9 | 8 | 8 | 9 |
Bars Traded | 5055 | 2403 | 2652 | 5055 | 2403 | 2652 |
Profit Streak | 28.246 | 29.5794 | 28.246 | 28.246 | 29.5794 | 28.246 |
Trades During Streak | 4 | 2 | 2 | 4 | 2 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 432486 | 305915 | -9059 | 387904 | 357675 | -198547 |
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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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