Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 252297.7933 | 70888.3746 | 181409.4187 | 77966.1866 | 58582.0498 | 19384.1368 |
Total P&L (%) | 252.2978 | 70.8884 | 181.4094 | 77.9662 | 58.5821 | 19.3841 |
Avg Daily Profit (%) | 0.1692 | 0.0475 | 0.1217 | 0.0387 | 0.0309 | 0.0119 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -202663 | -92700 | -169008 | -715663 | -243261 | -642603 |
Profit Factor | 1.2156 | 1.1275 | 1.2952 | 1.0258 | 1.0445 | 1.0114 |
Total Trades | 350 | 175 | 175 | 350 | 175 | 175 |
Winning Trades | 217 | 106 | 111 | 217 | 106 | 111 |
Losing Trades | 133 | 69 | 64 | 133 | 69 | 64 |
Profitability (%) | 62 | 60.5714 | 63.4286 | 62 | 60.5714 | 63.4286 |
Ratio Avg Win / Avg Loss | 0.745 | 0.734 | 0.7468 | 0.6287 | 0.6799 | 0.5831 |
Largest Winning Trade | 27764 | 27399 | 27764 | 157820 | 134914 | 157820 |
Largest Losing Trade | -35385 | -29250 | -35385 | -226399 | -96510 | -226399 |
Avg Bars in Trades | 50 | 43 | 58 | 50 | 43 | 58 |
Avg Bars in Winners | 37 | 29 | 44 | 37 | 29 | 44 |
Avg Bars in Losers | 72 | 64 | 81 | 72 | 64 | 81 |
Bars Traded | 17803 | 7581 | 10222 | 17803 | 7581 | 10222 |
Profit Streak | 11.7553 | 12.5053 | 11.7553 | 11.7553 | 12.5053 | 11.7553 |
Trades During Streak | 6 | 3 | 3 | 6 | 3 | 3 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 370348 | -208065 | -28572 | -330044 | -322361 | -390334 |
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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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