Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 755851.9097 | 570573.3243 | 185278.5853 | 2074640.7686 | 1613840.6865 | 460800.0821 |
Total P&L (%) | 755.8519 | 570.5733 | 185.2786 | 2074.6408 | 1613.8407 | 460.8001 |
Avg Daily Profit (%) | 0.4062 | 0.3066 | 0.0996 | 0.1656 | 0.1528 | 0.0927 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -171093 | -86601 | -120032 | -1658284 | -1423298 | -1307701 |
Profit Factor | 1.4543 | 1.721 | 1.2124 | 1.2001 | 1.3299 | 1.0841 |
Total Trades | 382 | 191 | 191 | 382 | 191 | 191 |
Winning Trades | 157 | 78 | 79 | 157 | 78 | 79 |
Losing Trades | 225 | 113 | 112 | 225 | 113 | 112 |
Profitability (%) | 41.0995 | 40.8377 | 41.3613 | 41.0995 | 40.8377 | 41.3613 |
Ratio Avg Win / Avg Loss | 2.0842 | 2.4933 | 1.7189 | 1.7198 | 1.9266 | 1.537 |
Largest Winning Trade | 115877 | 115877 | 47950 | 784325 | 784325 | 585856 |
Largest Losing Trade | -57943 | -22671 | -57943 | -685084 | -358724 | -685084 |
Avg Bars in Trades | 14 | 14 | 13 | 14 | 14 | 13 |
Avg Bars in Winners | 22 | 24 | 21 | 22 | 24 | 21 |
Avg Bars in Losers | 8 | 8 | 7 | 8 | 8 | 7 |
Bars Traded | 5406 | 2861 | 2545 | 5406 | 2861 | 2545 |
Profit Streak | 11.0779 | 0 | 12.0779 | 11.0779 | 0 | 12.0779 |
Trades During Streak | 1 | 0 | 1 | 1 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 410105 | 337332 | -61393 | 280138 | 222165 | -198088 |
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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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