Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 182497.7748 | 64595.8426 | 117901.9322 | 312455.1377 | 99415.3993 | 213039.7384 |
Total P&L (%) | 182.4978 | 64.5958 | 117.9019 | 312.4551 | 99.4154 | 213.0397 |
Avg Daily Profit (%) | 0.7008 | 0.248 | 0.4527 | 0.5456 | 0.2654 | 0.4392 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -32267 | -24768 | -25139 | -104392 | -95849 | -67688 |
Profit Factor | 1.3665 | 1.2545 | 1.4828 | 1.2087 | 1.1304 | 1.29 |
Total Trades | 410 | 205 | 205 | 410 | 205 | 205 |
Winning Trades | 172 | 85 | 87 | 172 | 85 | 87 |
Losing Trades | 238 | 120 | 118 | 238 | 120 | 118 |
Profitability (%) | 41.9512 | 41.4634 | 42.439 | 41.9512 | 41.4634 | 42.439 |
Ratio Avg Win / Avg Loss | 1.8908 | 1.7711 | 2.0111 | 1.6725 | 1.5958 | 1.7496 |
Largest Winning Trade | 41792 | 29316 | 41792 | 63711 | 63711 | 57580 |
Largest Losing Trade | -12138 | -12138 | -11619 | -33120 | -33120 | -26109 |
Avg Bars in Trades | 60 | 57 | 62 | 60 | 57 | 62 |
Avg Bars in Winners | 86 | 82 | 90 | 86 | 82 | 90 |
Avg Bars in Losers | 41 | 40 | 42 | 41 | 40 | 42 |
Bars Traded | 24737 | 11877 | 12860 | 24737 | 11877 | 12860 |
Profit Streak | 4.0475 | 4.0475 | 4.4017 | 4.0475 | 4.0475 | 4.4017 |
Trades During Streak | 5 | 2 | 3 | 5 | 2 | 3 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 427839 | 168346 | 335772 | 345374 | -71743 | 289179 |
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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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