Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 222647.1957 | 114717.5686 | 107929.6271 | 419252.6807 | 218476.0402 | 200776.6405 |
Total P&L (%) | 222.6472 | 114.7176 | 107.9296 | 419.2527 | 218.476 | 200.7766 |
Avg Daily Profit (%) | 0.4275 | 0.2203 | 0.2072 | 0.3168 | 0.2227 | 0.2117 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -54670 | -54689 | -42653 | -258189 | -258648 | -143862 |
Profit Factor | 1.3607 | 1.3641 | 1.3572 | 1.2047 | 1.2105 | 1.1988 |
Total Trades | 371 | 185 | 186 | 371 | 185 | 186 |
Winning Trades | 182 | 85 | 97 | 182 | 85 | 97 |
Losing Trades | 189 | 100 | 89 | 189 | 100 | 89 |
Profitability (%) | 49.0566 | 45.9459 | 52.1505 | 49.0566 | 45.9459 | 52.1505 |
Ratio Avg Win / Avg Loss | 1.4131 | 1.6048 | 1.2452 | 1.2511 | 1.4241 | 1.1 |
Largest Winning Trade | 31773 | 31773 | 22140 | 97209 | 97209 | 96825 |
Largest Losing Trade | -18462 | -18462 | -12735 | -77913 | -77913 | -60484 |
Avg Bars in Trades | 66 | 69 | 64 | 66 | 69 | 64 |
Avg Bars in Winners | 83 | 87 | 79 | 83 | 87 | 79 |
Avg Bars in Losers | 50 | 53 | 47 | 50 | 53 | 47 |
Bars Traded | 24763 | 12832 | 11930 | 24763 | 12832 | 11930 |
Profit Streak | 4.2762 | 10.0262 | 4.2762 | 4.2762 | 10.0262 | 4.2762 |
Trades During Streak | 2 | 3 | 1 | 2 | 3 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 414878 | 330895 | 298146 | 346495 | 257833 | 218440 |
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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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