Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 391438.387 | 244768.1287 | 146670.2583 | 1296142.6323 | 1139698.8229 | 156443.8094 |
Total P&L (%) | 391.4384 | 244.7681 | 146.6703 | 1296.1426 | 1139.6988 | 156.4438 |
Avg Daily Profit (%) | 0.3758 | 0.235 | 0.1408 | 0.2534 | 0.242 | 0.0904 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -67105 | -51616 | -67886 | -941582 | -265937 | -950368 |
Profit Factor | 1.5549 | 1.762 | 1.3817 | 1.3626 | 1.8582 | 1.0696 |
Total Trades | 373 | 186 | 187 | 373 | 186 | 187 |
Winning Trades | 126 | 57 | 69 | 126 | 57 | 69 |
Losing Trades | 247 | 129 | 118 | 247 | 129 | 118 |
Profitability (%) | 33.7802 | 30.6452 | 36.8984 | 33.7802 | 30.6452 | 36.8984 |
Ratio Avg Win / Avg Loss | 3.048 | 3.9877 | 2.3629 | 2.6712 | 4.2054 | 1.8292 |
Largest Winning Trade | 66397 | 66397 | 34041 | 628712 | 628712 | 516085 |
Largest Losing Trade | -16052 | -14663 | -16052 | -166038 | -123995 | -166038 |
Avg Bars in Trades | 66 | 60 | 71 | 66 | 60 | 71 |
Avg Bars in Winners | 140 | 127 | 151 | 140 | 127 | 151 |
Avg Bars in Losers | 28 | 31 | 25 | 28 | 31 | 25 |
Bars Traded | 24743 | 11301 | 13441 | 24743 | 11301 | 13441 |
Profit Streak | 19.2458 | 41.9958 | 19.2458 | 19.2458 | 41.9958 | 19.2458 |
Trades During Streak | 2 | 3 | 1 | 2 | 3 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 309002 | 200745 | -7487 | 244057 | 224579 | -219128 |
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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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