Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1109366.717 | 1022477.5527 | 86889.1643 | 439545.9817 | 194131.4867 | 245414.495 |
Total P&L (%) | 1109.3667 | 1022.4776 | 86.8892 | 439.546 | 194.1315 | 245.4145 |
Avg Daily Profit (%) | 0.478 | 0.4406 | 0.0374 | 0.0727 | 0.0465 | 0.0534 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -167923 | -123064 | -262774 | -796203 | -769768 | -287087 |
Profit Factor | 1.6481 | 2.1548 | 1.1052 | 1.1218 | 1.0969 | 1.1529 |
Total Trades | 399 | 200 | 199 | 399 | 200 | 199 |
Winning Trades | 130 | 60 | 70 | 130 | 60 | 70 |
Losing Trades | 269 | 140 | 129 | 269 | 140 | 129 |
Profitability (%) | 32.5815 | 30 | 35.1759 | 32.5815 | 30 | 35.1759 |
Ratio Avg Win / Avg Loss | 3.4103 | 5.0279 | 2.0366 | 2.3213 | 2.5595 | 2.1246 |
Largest Winning Trade | 631121 | 631121 | 58239 | 668444 | 668444 | 220407 |
Largest Losing Trade | -29375 | -29375 | -26149 | -178602 | -178602 | -118956 |
Avg Bars in Trades | 34 | 32 | 36 | 34 | 32 | 36 |
Avg Bars in Winners | 69 | 68 | 69 | 69 | 68 | 69 |
Avg Bars in Losers | 17 | 16 | 17 | 17 | 16 | 17 |
Bars Traded | 13664 | 6458 | 7206 | 13664 | 6458 | 7206 |
Profit Streak | 22.7912 | 22.7912 | 29.7912 | 22.7912 | 22.7912 | 29.7912 |
Trades During Streak | 2 | 1 | 1 | 2 | 1 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 355901 | 268334 | -251375 | -185001 | -250359 | -177548 |
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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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