Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 405197.1258 | 254989.7444 | 150207.3814 | 1516229.9535 | 1515336.2809 | 893.6727 |
Total P&L (%) | 405.1971 | 254.9897 | 150.2074 | 1516.23 | 1515.3363 | 0.8937 |
Avg Daily Profit (%) | 0.389 | 0.2448 | 0.1442 | 0.2675 | 0.2675 | 0.0009 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -64741 | -53935 | -49528 | -1439563 | -482939 | -1070171 |
Profit Factor | 1.4507 | 1.6461 | 1.2978 | 1.1991 | 1.4925 | 1.0002 |
Total Trades | 562 | 281 | 281 | 562 | 281 | 281 |
Winning Trades | 190 | 90 | 100 | 190 | 90 | 100 |
Losing Trades | 372 | 191 | 181 | 372 | 191 | 181 |
Profitability (%) | 33.8078 | 32.0285 | 35.5872 | 33.8078 | 32.0285 | 35.5872 |
Ratio Avg Win / Avg Loss | 2.8403 | 3.4934 | 2.3489 | 2.3478 | 3.1673 | 1.8104 |
Largest Winning Trade | 59665 | 59665 | 30521 | 869984 | 869984 | 438054 |
Largest Losing Trade | -25729 | -11172 | -25729 | -435187 | -134044 | -435187 |
Avg Bars in Trades | 44 | 40 | 47 | 44 | 40 | 47 |
Avg Bars in Winners | 90 | 83 | 96 | 90 | 83 | 96 |
Avg Bars in Losers | 20 | 20 | 20 | 20 | 20 | 20 |
Bars Traded | 24870 | 11514 | 13355 | 24870 | 11514 | 13355 |
Profit Streak | 8.9682 | 9.5099 | 8.9682 | 8.9682 | 9.5099 | 8.9682 |
Trades During Streak | 2 | 1 | 1 | 2 | 1 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 327885 | 205642 | -3372 | 215822 | 200747 | -580667 |
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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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