Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 348638.5399 | 186316.2603 | 162322.2795 | 586961.2168 | 192884.9528 | 394076.264 |
Total P&L (%) | 348.6385 | 186.3163 | 162.3223 | 586.9612 | 192.885 | 394.0763 |
Avg Daily Profit (%) | 0.3347 | 0.1789 | 0.1558 | 0.1852 | 0.1032 | 0.1535 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -93884 | -58249 | -84924 | -277976 | -250220 | -132713 |
Profit Factor | 1.4574 | 1.4818 | 1.4323 | 1.4183 | 1.2485 | 1.6286 |
Total Trades | 366 | 183 | 183 | 366 | 183 | 183 |
Winning Trades | 280 | 141 | 139 | 280 | 141 | 139 |
Losing Trades | 86 | 42 | 44 | 86 | 42 | 44 |
Profitability (%) | 76.5027 | 77.0492 | 75.9563 | 76.5027 | 77.0492 | 75.9563 |
Ratio Avg Win / Avg Loss | 0.4476 | 0.4414 | 0.4534 | 0.4356 | 0.3719 | 0.5155 |
Largest Winning Trade | 29716 | 29716 | 26522 | 82577 | 69589 | 82577 |
Largest Losing Trade | -57054 | -50077 | -57054 | -231423 | -231423 | -107486 |
Avg Bars in Trades | 68 | 67 | 68 | 68 | 67 | 68 |
Avg Bars in Winners | 39 | 38 | 41 | 39 | 38 | 41 |
Avg Bars in Losers | 160 | 166 | 154 | 160 | 166 | 154 |
Bars Traded | 24939 | 12429 | 12510 | 24939 | 12429 | 12510 |
Profit Streak | 23.7555 | 31.7138 | 23.7555 | 23.7555 | 31.7138 | 23.7555 |
Trades During Streak | 14 | 8 | 7 | 14 | 8 | 7 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 549922 | 450511 | 427187 | 510318 | -51538 | 465341 |
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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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