Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 509892.3633 | 305121.6964 | 204770.6668 | 1615373.1253 | 1347613.4766 | 267759.6488 |
Total P&L (%) | 509.8924 | 305.1217 | 204.7707 | 1615.3731 | 1347.6135 | 267.7596 |
Avg Daily Profit (%) | 0.3024 | 0.1809 | 0.1214 | 0.1687 | 0.1586 | 0.0773 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -128605 | -115689 | -95889 | -1179300 | -401188 | -778804 |
Profit Factor | 1.4228 | 1.5146 | 1.334 | 1.4443 | 1.7876 | 1.1391 |
Total Trades | 396 | 198 | 198 | 396 | 198 | 198 |
Winning Trades | 169 | 82 | 87 | 169 | 82 | 87 |
Losing Trades | 227 | 116 | 111 | 227 | 116 | 111 |
Profitability (%) | 42.6768 | 41.4141 | 43.9394 | 42.6768 | 41.4141 | 43.9394 |
Ratio Avg Win / Avg Loss | 1.9111 | 2.1426 | 1.702 | 1.9399 | 2.5287 | 1.4533 |
Largest Winning Trade | 70948 | 70948 | 42323 | 704092 | 704092 | 313244 |
Largest Losing Trade | -26033 | -18281 | -26033 | -202608 | -166723 | -202608 |
Avg Bars in Trades | 12 | 12 | 13 | 12 | 12 | 13 |
Avg Bars in Winners | 18 | 17 | 19 | 18 | 17 | 19 |
Avg Bars in Losers | 8 | 8 | 8 | 8 | 8 | 8 |
Bars Traded | 5026 | 2391 | 2635 | 5026 | 2391 | 2635 |
Profit Streak | 15.2802 | 37.9469 | 15.2802 | 15.2802 | 37.9469 | 15.2802 |
Trades During Streak | 2 | 2 | 1 | 2 | 2 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 411469 | 301445 | -30511 | 375055 | 341386 | -158341 |
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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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