Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 559873.1571 | 401640.1314 | 158233.0257 | 386153.4384 | 296454.6192 | 89698.8192 |
Total P&L (%) | 559.8732 | 401.6401 | 158.233 | 386.1534 | 296.4546 | 89.6988 |
Avg Daily Profit (%) | 0.3759 | 0.2697 | 0.1062 | 0.1062 | 0.0925 | 0.043 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -91335 | -125821 | -106435 | -702440 | -554757 | -666972 |
Profit Factor | 1.4151 | 1.5635 | 1.2488 | 1.0607 | 1.0895 | 1.0294 |
Total Trades | 385 | 193 | 192 | 385 | 193 | 192 |
Winning Trades | 135 | 60 | 75 | 135 | 60 | 75 |
Losing Trades | 250 | 133 | 117 | 250 | 133 | 117 |
Profitability (%) | 35.0649 | 31.0881 | 39.0625 | 35.0649 | 31.0881 | 39.0625 |
Ratio Avg Win / Avg Loss | 2.6206 | 3.4658 | 1.9481 | 1.9642 | 2.4151 | 1.6058 |
Largest Winning Trade | 269571 | 269571 | 41135 | 520489 | 520489 | 220308 |
Largest Losing Trade | -29212 | -29212 | -27885 | -211760 | -109237 | -211760 |
Avg Bars in Trades | 45 | 47 | 43 | 45 | 47 | 43 |
Avg Bars in Winners | 78 | 83 | 75 | 78 | 83 | 75 |
Avg Bars in Losers | 27 | 31 | 23 | 27 | 31 | 23 |
Bars Traded | 17622 | 9241 | 8381 | 17622 | 9241 | 8381 |
Profit Streak | 21.8266 | 21.8266 | 23.5766 | 21.8266 | 21.8266 | 23.5766 |
Trades During Streak | 2 | 1 | 1 | 2 | 1 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 312888 | 168185 | -53531 | -206591 | -196755 | -325825 |
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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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