Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 472229.2643 | 263433.4447 | 208795.8196 | 480111.9207 | 353278.5861 | 126833.3347 |
Total P&L (%) | 472.2293 | 263.4334 | 208.7958 | 480.1119 | 353.2786 | 126.8333 |
Avg Daily Profit (%) | 0.2598 | 0.1449 | 0.1149 | 0.0968 | 0.0832 | 0.0451 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -104125 | -101332 | -120743 | -596762 | -275899 | -596723 |
Profit Factor | 1.2892 | 1.3099 | 1.2668 | 1.0833 | 1.1254 | 1.0431 |
Total Trades | 666 | 333 | 333 | 666 | 333 | 333 |
Winning Trades | 292 | 146 | 146 | 292 | 146 | 146 |
Losing Trades | 374 | 187 | 187 | 374 | 187 | 187 |
Profitability (%) | 43.8438 | 43.8438 | 43.8438 | 43.8438 | 43.8438 | 43.8438 |
Ratio Avg Win / Avg Loss | 1.6513 | 1.6777 | 1.6225 | 1.3876 | 1.4414 | 1.336 |
Largest Winning Trade | 54779 | 54779 | 40160 | 143714 | 143714 | 113827 |
Largest Losing Trade | -56978 | -30209 | -56978 | -415648 | -112970 | -415648 |
Avg Bars in Trades | 10 | 11 | 10 | 10 | 11 | 10 |
Avg Bars in Winners | 14 | 15 | 13 | 14 | 15 | 13 |
Avg Bars in Losers | 8 | 8 | 8 | 8 | 8 | 8 |
Bars Traded | 7236 | 3816 | 3418 | 7236 | 3816 | 3418 |
Profit Streak | 13.0957 | 13.0957 | 25.0957 | 13.0957 | 13.0957 | 25.0957 |
Trades During Streak | 2 | 1 | 1 | 2 | 1 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 421362 | 49798 | -39027 | -190192 | -164804 | -306234 |
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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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