Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 684314.6653 | 519641.1425 | 164673.5228 | 1356804.6245 | 1175505.3676 | 181299.2569 |
Total P&L (%) | 684.3147 | 519.6411 | 164.6735 | 1356.8046 | 1175.5054 | 181.2993 |
Avg Daily Profit (%) | 0.3672 | 0.2788 | 0.0884 | 0.1438 | 0.1367 | 0.0555 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -149003 | -88049 | -101530 | -1286168 | -777777 | -1189715 |
Profit Factor | 1.3533 | 1.5401 | 1.1689 | 1.1536 | 1.2675 | 1.0408 |
Total Trades | 549 | 274 | 275 | 549 | 274 | 275 |
Winning Trades | 194 | 96 | 98 | 194 | 96 | 98 |
Losing Trades | 355 | 178 | 177 | 355 | 178 | 177 |
Profitability (%) | 35.337 | 35.0365 | 35.6364 | 35.337 | 35.0365 | 35.6364 |
Ratio Avg Win / Avg Loss | 2.4763 | 2.8557 | 2.1112 | 2.1109 | 2.3501 | 1.8799 |
Largest Winning Trade | 129622 | 129622 | 49215 | 698828 | 698828 | 398128 |
Largest Losing Trade | -41375 | -21318 | -41375 | -401092 | -218284 | -401092 |
Avg Bars in Trades | 10 | 10 | 9 | 10 | 10 | 9 |
Avg Bars in Winners | 18 | 19 | 17 | 18 | 19 | 17 |
Avg Bars in Losers | 5 | 5 | 5 | 5 | 5 | 5 |
Bars Traded | 5514 | 2844 | 2670 | 5514 | 2844 | 2670 |
Profit Streak | 14.0582 | 0 | 28.3916 | 14.0582 | 0 | 28.3916 |
Trades During Streak | 1 | 0 | 2 | 1 | 0 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 324977 | 241569 | -112044 | -53063 | -13787 | -296715 |
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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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