Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 231310.2701 | 106787.3962 | 124522.8739 | 441337.5328 | 207945.7304 | 233391.8024 |
Total P&L (%) | 231.3103 | 106.7874 | 124.5229 | 441.3375 | 207.9457 | 233.3918 |
Avg Daily Profit (%) | 0.4441 | 0.205 | 0.2391 | 0.3248 | 0.2162 | 0.2315 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -55053 | -44094 | -33490 | -340064 | -220627 | -196135 |
Profit Factor | 1.4027 | 1.3799 | 1.4245 | 1.2239 | 1.2202 | 1.2273 |
Total Trades | 396 | 198 | 198 | 396 | 198 | 198 |
Winning Trades | 175 | 81 | 94 | 175 | 81 | 94 |
Losing Trades | 221 | 117 | 104 | 221 | 117 | 104 |
Profitability (%) | 44.1919 | 40.9091 | 47.4747 | 44.1919 | 40.9091 | 47.4747 |
Ratio Avg Win / Avg Loss | 1.7714 | 1.9932 | 1.5761 | 1.5456 | 1.7625 | 1.3579 |
Largest Winning Trade | 38711 | 38711 | 34269 | 169562 | 169562 | 87009 |
Largest Losing Trade | -12550 | -10514 | -12550 | -51117 | -42668 | -51117 |
Avg Bars in Trades | 62 | 59 | 65 | 62 | 59 | 65 |
Avg Bars in Winners | 89 | 89 | 89 | 89 | 89 | 89 |
Avg Bars in Losers | 41 | 38 | 43 | 41 | 38 | 43 |
Bars Traded | 24772 | 11835 | 12937 | 24772 | 11835 | 12937 |
Profit Streak | 3.7831 | 0 | 18.5747 | 3.7831 | 0 | 18.5747 |
Trades During Streak | 1 | 0 | 5 | 1 | 0 | 5 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 372661 | 206073 | 374880 | 296611 | 174364 | 289151 |
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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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