Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 172609.1449 | 126738.9856 | 45870.1593 | 101180.4503 | 40777.1985 | 60403.2519 |
Total P&L (%) | 172.6091 | 126.739 | 45.8702 | 101.1805 | 40.7772 | 60.4033 |
Avg Daily Profit (%) | 0.1657 | 0.1217 | 0.044 | 0.0671 | 0.0328 | 0.0454 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -85550 | -65843 | -41601 | -272279 | -214772 | -81467 |
Profit Factor | 1.2751 | 1.3923 | 1.1507 | 1.0764 | 1.0588 | 1.0958 |
Total Trades | 444 | 222 | 222 | 444 | 222 | 222 |
Winning Trades | 192 | 92 | 100 | 192 | 92 | 100 |
Losing Trades | 252 | 130 | 122 | 252 | 130 | 122 |
Profitability (%) | 43.2432 | 41.4414 | 45.045 | 43.2432 | 41.4414 | 45.045 |
Ratio Avg Win / Avg Loss | 1.6735 | 1.9673 | 1.4038 | 1.4128 | 1.4962 | 1.3369 |
Largest Winning Trade | 136040 | 136040 | 22733 | 196044 | 196044 | 63451 |
Largest Losing Trade | -13052 | -12862 | -13052 | -31602 | -27077 | -31602 |
Avg Bars in Trades | 55 | 51 | 59 | 55 | 51 | 59 |
Avg Bars in Winners | 80 | 77 | 83 | 80 | 77 | 83 |
Avg Bars in Losers | 36 | 32 | 40 | 36 | 32 | 40 |
Bars Traded | 24702 | 11438 | 13264 | 24702 | 11438 | 13264 |
Profit Streak | 7.7084 | 8.6668 | 7.7084 | 7.7084 | 8.6668 | 7.7084 |
Trades During Streak | 2 | 1 | 1 | 2 | 1 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 331238 | -30874 | -191209 | -238929 | -309054 | -248758 |
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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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