Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 636839.8416 | 451797.2332 | 185042.6084 | 3175216.0509 | 1265098.5469 | 1910117.5041 |
Total P&L (%) | 636.8398 | 451.7972 | 185.0426 | 3175.2161 | 1265.0985 | 1910.1175 |
Avg Daily Profit (%) | 0.3586 | 0.2544 | 0.1042 | 0.1967 | 0.1473 | 0.1691 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -89689 | -69430 | -76118 | -884042 | -1253672 | -641472 |
Profit Factor | 1.6413 | 1.9058 | 1.3744 | 1.391 | 1.287 | 1.5144 |
Total Trades | 267 | 134 | 133 | 267 | 134 | 133 |
Winning Trades | 88 | 44 | 44 | 88 | 44 | 44 |
Losing Trades | 179 | 90 | 89 | 179 | 90 | 89 |
Profitability (%) | 32.9588 | 32.8358 | 33.0827 | 32.9588 | 32.8358 | 33.0827 |
Ratio Avg Win / Avg Loss | 3.3386 | 3.8982 | 2.78 | 2.8294 | 2.6325 | 3.0632 |
Largest Winning Trade | 117098 | 117098 | 50774 | 572023 | 572023 | 466323 |
Largest Losing Trade | -29962 | -29962 | -19361 | -368582 | -368582 | -267507 |
Avg Bars in Trades | 19 | 21 | 17 | 19 | 21 | 17 |
Avg Bars in Winners | 37 | 37 | 37 | 37 | 37 | 37 |
Avg Bars in Losers | 10 | 13 | 7 | 10 | 13 | 7 |
Bars Traded | 5162 | 2824 | 2338 | 5162 | 2824 | 2338 |
Profit Streak | 37.4926 | 37.4926 | 38.1592 | 37.4926 | 37.4926 | 38.1592 |
Trades During Streak | 2 | 1 | 1 | 2 | 1 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 307379 | 203522 | -58167 | 208686 | -912 | 155592 |
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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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