Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 434098.5115 | 318042.3458 | 116056.1658 | 1186275.9383 | 1089250.5057 | 97025.4327 |
Total P&L (%) | 434.0985 | 318.0423 | 116.0562 | 1186.2759 | 1089.2505 | 97.0254 |
Avg Daily Profit (%) | 0.3578 | 0.2621 | 0.0957 | 0.2107 | 0.2043 | 0.0559 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -70484 | -70135 | -100027 | -698257 | -590030 | -984098 |
Profit Factor | 1.4684 | 1.8105 | 1.2172 | 1.1782 | 1.3997 | 1.0247 |
Total Trades | 254 | 127 | 127 | 254 | 127 | 127 |
Winning Trades | 127 | 64 | 63 | 127 | 64 | 63 |
Losing Trades | 127 | 63 | 64 | 127 | 63 | 64 |
Profitability (%) | 50 | 50.3937 | 49.6063 | 50 | 50.3937 | 49.6063 |
Ratio Avg Win / Avg Loss | 1.4684 | 1.7822 | 1.2365 | 1.1782 | 1.3778 | 1.0409 |
Largest Winning Trade | 71807 | 71807 | 35183 | 335756 | 335756 | 179052 |
Largest Losing Trade | -28722 | -26724 | -28722 | -344278 | -131610 | -344278 |
Avg Bars in Trades | 13 | 13 | 14 | 13 | 13 | 14 |
Avg Bars in Winners | 15 | 14 | 17 | 15 | 14 | 17 |
Avg Bars in Losers | 12 | 12 | 12 | 12 | 12 | 12 |
Bars Traded | 3525 | 1669 | 1856 | 3525 | 1669 | 1856 |
Profit Streak | 5.1729 | 0 | 8.8395 | 5.1729 | 0 | 8.8395 |
Trades During Streak | 1 | 0 | 1 | 1 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 446505 | 421139 | -65117 | -14070 | 319648 | -311071 |
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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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