Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 429756.6371 | 288343.3018 | 141413.3352 | 143177.9617 | 141126.6624 | 2051.2994 |
Total P&L (%) | 429.7566 | 288.3433 | 141.4133 | 143.178 | 141.1267 | 2.0513 |
Avg Daily Profit (%) | 0.2903 | 0.1948 | 0.0955 | 0.06 | 0.0595 | 0.0014 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -115556 | -141316 | -100180 | -235427 | -294144 | -196802 |
Profit Factor | 1.2383 | 1.3108 | 1.1614 | 1.0429 | 1.0817 | 1.0013 |
Total Trades | 677 | 338 | 339 | 677 | 338 | 339 |
Winning Trades | 246 | 112 | 134 | 246 | 112 | 134 |
Losing Trades | 431 | 226 | 205 | 431 | 226 | 205 |
Profitability (%) | 36.3368 | 33.1361 | 39.528 | 36.3368 | 33.1361 | 39.528 |
Ratio Avg Win / Avg Loss | 2.1695 | 2.6449 | 1.7768 | 1.8272 | 2.1827 | 1.5318 |
Largest Winning Trade | 150248 | 150248 | 33695 | 140094 | 140094 | 54662 |
Largest Losing Trade | -42118 | -22022 | -42118 | -89578 | -58998 | -89578 |
Avg Bars in Trades | 12 | 13 | 12 | 12 | 13 | 12 |
Avg Bars in Winners | 20 | 20 | 19 | 20 | 20 | 19 |
Avg Bars in Losers | 8 | 10 | 7 | 8 | 10 | 7 |
Bars Traded | 8779 | 4667 | 4112 | 8779 | 4667 | 4112 |
Profit Streak | 6.6865 | 0 | 19.6865 | 6.6865 | 0 | 19.6865 |
Trades During Streak | 1 | 0 | 3 | 1 | 0 | 3 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 302362 | 135662 | -108388 | -285805 | -248139 | -575877 |
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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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