Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 495160.978 | 271284.3639 | 223876.6141 | 1640832.2113 | 1470748.1502 | 170084.0611 |
Total P&L (%) | 495.161 | 271.2844 | 223.8766 | 1640.8322 | 1470.7482 | 170.0841 |
Avg Daily Profit (%) | 0.2946 | 0.1614 | 0.1332 | 0.1701 | 0.164 | 0.0591 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -122530 | -120821 | -49664 | -1306686 | -488606 | -855863 |
Profit Factor | 1.4314 | 1.4696 | 1.3927 | 1.3966 | 1.7619 | 1.0771 |
Total Trades | 384 | 192 | 192 | 384 | 192 | 192 |
Winning Trades | 164 | 81 | 83 | 164 | 81 | 83 |
Losing Trades | 220 | 111 | 109 | 220 | 111 | 109 |
Profitability (%) | 42.7083 | 42.1875 | 43.2292 | 42.7083 | 42.1875 | 43.2292 |
Ratio Avg Win / Avg Loss | 1.9202 | 2.0139 | 1.8289 | 1.8735 | 2.4144 | 1.4145 |
Largest Winning Trade | 70948 | 70948 | 42323 | 742421 | 742421 | 338385 |
Largest Losing Trade | -24899 | -18281 | -24899 | -352889 | -188294 | -352889 |
Avg Bars in Trades | 12 | 12 | 13 | 12 | 12 | 13 |
Avg Bars in Winners | 17 | 17 | 18 | 17 | 17 | 18 |
Avg Bars in Losers | 8 | 8 | 9 | 8 | 8 | 9 |
Bars Traded | 4886 | 2343 | 2543 | 4886 | 2343 | 2543 |
Profit Streak | 21.3281 | 22.6615 | 21.3281 | 21.3281 | 22.6615 | 21.3281 |
Trades During Streak | 3 | 2 | 1 | 3 | 2 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 408412 | 297092 | -14790 | 377451 | 352820 | -251065 |
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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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