Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 552840.4077 | 452691.5094 | 100148.8983 | 648635.2611 | 216215.4474 | 432419.8137 |
Total P&L (%) | 552.8404 | 452.6915 | 100.1489 | 648.6353 | 216.2154 | 432.4198 |
Avg Daily Profit (%) | 0.2924 | 0.2395 | 0.053 | 0.1065 | 0.0609 | 0.0885 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -110765 | -97549 | -128184 | -1031231 | -961639 | -441490 |
Profit Factor | 1.3902 | 1.6977 | 1.1304 | 1.1168 | 1.0738 | 1.1647 |
Total Trades | 319 | 159 | 160 | 319 | 159 | 160 |
Winning Trades | 126 | 63 | 63 | 126 | 63 | 63 |
Losing Trades | 193 | 96 | 97 | 193 | 96 | 97 |
Profitability (%) | 39.4984 | 39.6226 | 39.375 | 39.4984 | 39.6226 | 39.375 |
Ratio Avg Win / Avg Loss | 2.1294 | 2.5869 | 1.7404 | 1.7106 | 1.6363 | 1.7932 |
Largest Winning Trade | 107068 | 107068 | 45907 | 431592 | 431592 | 239807 |
Largest Losing Trade | -46603 | -24894 | -46603 | -218548 | -196235 | -218548 |
Avg Bars in Trades | 70 | 72 | 68 | 70 | 72 | 68 |
Avg Bars in Winners | 118 | 126 | 110 | 118 | 126 | 110 |
Avg Bars in Losers | 38 | 36 | 41 | 38 | 36 | 41 |
Bars Traded | 22403 | 11468 | 10935 | 22403 | 11468 | 10935 |
Profit Streak | 17.506 | 0 | 24.3393 | 17.506 | 0 | 24.3393 |
Trades During Streak | 1 | 0 | 1 | 1 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 314124 | 267013 | -201462 | -143160 | -253573 | -116377 |
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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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