Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 466424.3896 | 283300.6281 | 183123.7615 | 1065665.2896 | 991341.4319 | 74323.8577 |
Total P&L (%) | 466.4244 | 283.3006 | 183.1238 | 1065.6653 | 991.3414 | 74.3239 |
Avg Daily Profit (%) | 0.2771 | 0.1683 | 0.1088 | 0.146 | 0.1421 | 0.033 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -138741 | -120821 | -95889 | -874960 | -327171 | -573088 |
Profit Factor | 1.3825 | 1.4736 | 1.2948 | 1.3762 | 1.7577 | 1.0488 |
Total Trades | 393 | 197 | 196 | 393 | 197 | 196 |
Winning Trades | 168 | 84 | 84 | 168 | 84 | 84 |
Losing Trades | 225 | 113 | 112 | 225 | 113 | 112 |
Profitability (%) | 42.7481 | 42.6396 | 42.8571 | 42.7481 | 42.6396 | 42.8571 |
Ratio Avg Win / Avg Loss | 1.8515 | 1.9823 | 1.7264 | 1.8431 | 2.3645 | 1.3984 |
Largest Winning Trade | 70948 | 70948 | 42323 | 497126 | 497126 | 226583 |
Largest Losing Trade | -26033 | -18281 | -26033 | -236295 | -126082 | -236295 |
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 | 9 | 8 | 8 | 9 |
Bars Traded | 4998 | 2403 | 2595 | 4998 | 2403 | 2595 |
Profit Streak | 23.4353 | 24.7686 | 23.4353 | 23.4353 | 24.7686 | 23.4353 |
Trades During Streak | 3 | 2 | 1 | 3 | 2 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 394437 | 306838 | -48049 | 178330 | -661 | -317141 |
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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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