Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 490310.2159 | 358902.3803 | 131407.8356 | 1080058.7625 | 627424.6656 | 452634.097 |
Total P&L (%) | 490.3102 | 358.9024 | 131.4078 | 1080.0588 | 627.4247 | 452.6341 |
Avg Daily Profit (%) | 0.2614 | 0.1914 | 0.0701 | 0.1317 | 0.1059 | 0.0912 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -92972 | -91473 | -80753 | -928882 | -716435 | -414497 |
Profit Factor | 1.4607 | 1.6684 | 1.2492 | 1.1644 | 1.1839 | 1.1433 |
Total Trades | 338 | 169 | 169 | 338 | 169 | 169 |
Winning Trades | 179 | 85 | 94 | 179 | 85 | 94 |
Losing Trades | 159 | 84 | 75 | 159 | 84 | 75 |
Profitability (%) | 52.9586 | 50.2959 | 55.6213 | 52.9586 | 50.2959 | 55.6213 |
Ratio Avg Win / Avg Loss | 1.2975 | 1.6487 | 0.9967 | 1.0343 | 1.1699 | 0.9122 |
Largest Winning Trade | 84278 | 84278 | 38330 | 358863 | 358863 | 164554 |
Largest Losing Trade | -47769 | -25070 | -47769 | -376677 | -273641 | -376677 |
Avg Bars in Trades | 21 | 23 | 19 | 21 | 23 | 19 |
Avg Bars in Winners | 22 | 24 | 20 | 22 | 24 | 20 |
Avg Bars in Losers | 20 | 23 | 18 | 20 | 23 | 18 |
Bars Traded | 7361 | 4004 | 3357 | 7361 | 4004 | 3357 |
Profit Streak | 15.646 | 15.646 | 19.396 | 15.646 | 15.646 | 19.396 |
Trades During Streak | 2 | 1 | 1 | 2 | 1 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 457602 | 429627 | -99385 | -53050 | -68300 | -133909 |
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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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