Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 374756.5564 | 231657.8015 | 143098.7549 | 351058.6211 | 190336.1871 | 160722.434 |
Total P&L (%) | 374.7566 | 231.6578 | 143.0988 | 351.0586 | 190.3362 | 160.7224 |
Avg Daily Profit (%) | 0.1911 | 0.1181 | 0.073 | 0.0768 | 0.0544 | 0.0489 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -124371 | -98791 | -74058 | -279043 | -244005 | -157203 |
Profit Factor | 1.3639 | 1.4088 | 1.309 | 1.1755 | 1.1742 | 1.177 |
Total Trades | 405 | 203 | 202 | 405 | 203 | 202 |
Winning Trades | 182 | 90 | 92 | 182 | 90 | 92 |
Losing Trades | 223 | 113 | 110 | 223 | 113 | 110 |
Profitability (%) | 44.9383 | 44.335 | 45.5446 | 44.9383 | 44.335 | 45.5446 |
Ratio Avg Win / Avg Loss | 1.6711 | 1.7688 | 1.5651 | 1.4403 | 1.4743 | 1.4073 |
Largest Winning Trade | 120301 | 120301 | 40685 | 158226 | 158226 | 66637 |
Largest Losing Trade | -34621 | -34621 | -19032 | -79460 | -79460 | -51521 |
Avg Bars in Trades | 57 | 55 | 59 | 57 | 55 | 59 |
Avg Bars in Winners | 80 | 80 | 81 | 80 | 80 | 81 |
Avg Bars in Losers | 38 | 34 | 41 | 38 | 34 | 41 |
Bars Traded | 23241 | 11166 | 12075 | 23241 | 11166 | 12075 |
Profit Streak | 160.9474 | 160.9474 | 161.0307 | 160.9474 | 160.9474 | 161.0307 |
Trades During Streak | 2 | 1 | 1 | 2 | 1 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 368803 | -34555 | -94913 | -116725 | -150326 | -154107 |
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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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