Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 195004.4811 | 105046.0476 | 89958.4335 | 325491.5259 | 152224.5202 | 173267.0056 |
Total P&L (%) | 195.0045 | 105.046 | 89.9584 | 325.4915 | 152.2245 | 173.267 |
Avg Daily Profit (%) | 0.3744 | 0.2017 | 0.1727 | 0.2784 | 0.1778 | 0.1932 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -73882 | -68051 | -31060 | -319693 | -315169 | -132249 |
Profit Factor | 1.3373 | 1.3639 | 1.3108 | 1.176 | 1.1626 | 1.1897 |
Total Trades | 414 | 207 | 207 | 414 | 207 | 207 |
Winning Trades | 213 | 110 | 103 | 213 | 110 | 103 |
Losing Trades | 201 | 97 | 104 | 201 | 97 | 104 |
Profitability (%) | 51.4493 | 53.1401 | 49.7585 | 51.4493 | 53.1401 | 49.7585 |
Ratio Avg Win / Avg Loss | 1.262 | 1.2027 | 1.3235 | 1.1097 | 1.0252 | 1.2013 |
Largest Winning Trade | 28541 | 28541 | 22782 | 85861 | 71200 | 85861 |
Largest Losing Trade | -18927 | -18927 | -13777 | -74498 | -74498 | -48396 |
Avg Bars in Trades | 59 | 55 | 64 | 59 | 55 | 64 |
Avg Bars in Winners | 67 | 62 | 73 | 67 | 62 | 73 |
Avg Bars in Losers | 51 | 46 | 55 | 51 | 46 | 55 |
Bars Traded | 24761 | 11430 | 13331 | 24761 | 11430 | 13331 |
Profit Streak | 2.3892 | 8.7642 | 2.3892 | 2.3892 | 8.7642 | 2.3892 |
Trades During Streak | 6 | 6 | 3 | 6 | 6 | 3 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 373349 | 365693 | 235131 | -17730 | -32228 | -5300 |
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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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