Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 681827.7554 | 475048.4297 | 206779.3257 | 1219942.0191 | 785177.7314 | 434764.2877 |
Total P&L (%) | 681.8278 | 475.0484 | 206.7793 | 1219.942 | 785.1777 | 434.7643 |
Avg Daily Profit (%) | 0.2971 | 0.207 | 0.0901 | 0.1125 | 0.0951 | 0.0731 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -151744 | -187674 | -125026 | -886226 | -708153 | -559717 |
Profit Factor | 1.4354 | 1.5978 | 1.2681 | 1.1781 | 1.2082 | 1.1412 |
Total Trades | 446 | 223 | 223 | 446 | 223 | 223 |
Winning Trades | 167 | 74 | 93 | 167 | 74 | 93 |
Losing Trades | 279 | 149 | 130 | 279 | 149 | 130 |
Profitability (%) | 37.4439 | 33.1839 | 41.704 | 37.4439 | 33.1839 | 41.704 |
Ratio Avg Win / Avg Loss | 2.3981 | 3.2173 | 1.7726 | 1.9682 | 2.4328 | 1.5952 |
Largest Winning Trade | 202362 | 202362 | 57918 | 835059 | 835059 | 287937 |
Largest Losing Trade | -35937 | -16584 | -35937 | -177889 | -162226 | -177889 |
Avg Bars in Trades | 30 | 29 | 32 | 30 | 29 | 32 |
Avg Bars in Winners | 50 | 52 | 49 | 50 | 52 | 49 |
Avg Bars in Losers | 18 | 18 | 19 | 18 | 18 | 19 |
Bars Traded | 13703 | 6562 | 7141 | 13703 | 6562 | 7141 |
Profit Streak | 12.0609 | 0 | 14.5609 | 12.0609 | 0 | 14.5609 |
Trades During Streak | 1 | 0 | 1 | 1 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 322588 | 181642 | -73696 | -67830 | -70657 | -161475 |
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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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