Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 558352.3951 | 358121.5336 | 200230.8616 | 1046795.1083 | 548453.9961 | 498341.1121 |
Total P&L (%) | 558.3524 | 358.1215 | 200.2309 | 1046.7951 | 548.454 | 498.3411 |
Avg Daily Profit (%) | 0.3204 | 0.2055 | 0.1149 | 0.1401 | 0.1073 | 0.1027 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -164491 | -137470 | -98723 | -483292 | -525424 | -371183 |
Profit Factor | 1.4372 | 1.5709 | 1.308 | 1.2585 | 1.2625 | 1.2542 |
Total Trades | 295 | 148 | 147 | 295 | 148 | 147 |
Winning Trades | 133 | 66 | 67 | 133 | 66 | 67 |
Losing Trades | 162 | 82 | 80 | 162 | 82 | 80 |
Profitability (%) | 45.0847 | 44.5946 | 45.5782 | 45.0847 | 44.5946 | 45.5782 |
Ratio Avg Win / Avg Loss | 1.7505 | 1.9518 | 1.5618 | 1.5329 | 1.5686 | 1.4975 |
Largest Winning Trade | 120321 | 120321 | 56293 | 282782 | 282782 | 193946 |
Largest Losing Trade | -34280 | -25413 | -34280 | -192156 | -153269 | -192156 |
Avg Bars in Trades | 11 | 9 | 13 | 11 | 9 | 13 |
Avg Bars in Winners | 13 | 11 | 15 | 13 | 11 | 15 |
Avg Bars in Losers | 9 | 8 | 10 | 9 | 8 | 10 |
Bars Traded | 3391 | 1449 | 1941 | 3391 | 1449 | 1941 |
Profit Streak | 17.8371 | 31.8371 | 0 | 17.8371 | 31.8371 | 0 |
Trades During Streak | 1 | 1 | 0 | 1 | 1 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 416702 | 326619 | -39955 | -4172 | -49748 | -57647 |
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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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