Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 342211.5412 | 239815.6577 | 102395.8835 | 139067.1055 | 89861.9068 | 49205.1987 |
Total P&L (%) | 342.2115 | 239.8157 | 102.3959 | 139.0671 | 89.8619 | 49.2052 |
Avg Daily Profit (%) | 0.2393 | 0.1677 | 0.0716 | 0.061 | 0.0448 | 0.028 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -102864 | -75204 | -125522 | -310252 | -233501 | -253461 |
Profit Factor | 1.2087 | 1.2621 | 1.1413 | 1.0364 | 1.0415 | 1.0297 |
Total Trades | 562 | 281 | 281 | 562 | 281 | 281 |
Winning Trades | 351 | 180 | 171 | 351 | 180 | 171 |
Losing Trades | 211 | 101 | 110 | 211 | 101 | 110 |
Profitability (%) | 62.4555 | 64.0569 | 60.8541 | 62.4555 | 64.0569 | 60.8541 |
Ratio Avg Win / Avg Loss | 0.7266 | 0.7082 | 0.7342 | 0.623 | 0.5844 | 0.6624 |
Largest Winning Trade | 32989 | 32989 | 20563 | 98422 | 98422 | 44192 |
Largest Losing Trade | -56470 | -56470 | -33599 | -126878 | -126878 | -70032 |
Avg Bars in Trades | 30 | 32 | 27 | 30 | 32 | 27 |
Avg Bars in Winners | 22 | 20 | 24 | 22 | 20 | 24 |
Avg Bars in Losers | 42 | 54 | 32 | 42 | 54 | 32 |
Bars Traded | 16956 | 9210 | 7746 | 16956 | 9210 | 7746 |
Profit Streak | 5.5662 | 10.3162 | 5.5662 | 5.5662 | 10.3162 | 5.5662 |
Trades During Streak | 6 | 4 | 3 | 6 | 4 | 3 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 434580 | 354508 | -159868 | -287403 | -305215 | -342198 |
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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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