Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 501423.0238 | 185136.0265 | 316286.9974 | 1789584.3152 | 510195.5499 | 1279388.7653 |
Total P&L (%) | 501.423 | 185.136 | 316.287 | 1789.5843 | 510.1956 | 1279.3888 |
Avg Daily Profit (%) | 0.3356 | 0.1239 | 0.2117 | 0.1969 | 0.1211 | 0.1758 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -129869 | -111056 | -101286 | -1243960 | -1179498 | -886739 |
Profit Factor | 1.4521 | 1.3231 | 1.5899 | 1.1967 | 1.1064 | 1.2974 |
Total Trades | 319 | 159 | 160 | 319 | 159 | 160 |
Winning Trades | 157 | 75 | 82 | 157 | 75 | 82 |
Losing Trades | 162 | 84 | 78 | 162 | 84 | 78 |
Profitability (%) | 49.2163 | 47.1698 | 51.25 | 49.2163 | 47.1698 | 51.25 |
Ratio Avg Win / Avg Loss | 1.4983 | 1.4819 | 1.5123 | 1.2348 | 1.2391 | 1.2341 |
Largest Winning Trade | 49696 | 49696 | 44954 | 517640 | 470215 | 517640 |
Largest Losing Trade | -36557 | -36557 | -25094 | -1034990 | -1034990 | -255860 |
Avg Bars in Trades | 13 | 14 | 13 | 13 | 14 | 13 |
Avg Bars in Winners | 15 | 14 | 15 | 15 | 14 | 15 |
Avg Bars in Losers | 12 | 13 | 11 | 12 | 13 | 11 |
Bars Traded | 4435 | 2291 | 2144 | 4435 | 2291 | 2144 |
Profit Streak | 1.0752 | 0 | 10.0752 | 1.0752 | 0 | 10.0752 |
Trades During Streak | 1 | 0 | 2 | 1 | 0 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 322593 | -27937 | 450444 | 93542 | -134986 | 350057 |
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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) |
---|