Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 588827.1766 | 457283.4965 | 131543.6801 | 624578.3025 | 336687.5222 | 287890.7803 |
Total P&L (%) | 588.8272 | 457.2835 | 131.5437 | 624.5783 | 336.6875 | 287.8908 |
Avg Daily Profit (%) | 0.316 | 0.2454 | 0.0706 | 0.1063 | 0.0791 | 0.0728 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -112379 | -89018 | -162223 | -255984 | -226949 | -158733 |
Profit Factor | 1.2883 | 1.4709 | 1.1228 | 1.2495 | 1.2535 | 1.2449 |
Total Trades | 523 | 261 | 262 | 523 | 261 | 262 |
Winning Trades | 225 | 110 | 115 | 225 | 110 | 115 |
Losing Trades | 298 | 151 | 147 | 298 | 151 | 147 |
Profitability (%) | 43.021 | 42.1456 | 43.8931 | 43.021 | 42.1456 | 43.8931 |
Ratio Avg Win / Avg Loss | 1.7063 | 2.0191 | 1.4352 | 1.6549 | 1.7207 | 1.5913 |
Largest Winning Trade | 86350 | 86350 | 46905 | 173007 | 173007 | 139975 |
Largest Losing Trade | -36775 | -25504 | -36775 | -94083 | -71456 | -94083 |
Avg Bars in Trades | 10 | 10 | 10 | 10 | 10 | 10 |
Avg Bars in Winners | 15 | 15 | 14 | 15 | 15 | 14 |
Avg Bars in Losers | 6 | 6 | 6 | 6 | 6 | 6 |
Bars Traded | 5509 | 2798 | 2711 | 5509 | 2798 | 2711 |
Profit Streak | 12.9561 | 0 | 30.9561 | 12.9561 | 0 | 30.9561 |
Trades During Streak | 1 | 0 | 2 | 1 | 0 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 398100 | 298124 | -184409 | -48836 | -88362 | -95213 |
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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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