Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 184920.0765 | 88267.0133 | 96653.0632 | 270260.4401 | 186232.9249 | 84027.5151 |
Total P&L (%) | 184.9201 | 88.267 | 96.6531 | 270.2604 | 186.2329 | 84.0275 |
Avg Daily Profit (%) | 0.355 | 0.1695 | 0.1856 | 0.2517 | 0.2021 | 0.1172 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -62653 | -73491 | -38700 | -268158 | -261723 | -172074 |
Profit Factor | 1.239 | 1.2168 | 1.2637 | 1.1098 | 1.1448 | 1.0714 |
Total Trades | 553 | 276 | 277 | 553 | 276 | 277 |
Winning Trades | 284 | 137 | 147 | 284 | 137 | 147 |
Losing Trades | 269 | 139 | 130 | 269 | 139 | 130 |
Profitability (%) | 51.3562 | 49.6377 | 53.0686 | 51.3562 | 49.6377 | 53.0686 |
Ratio Avg Win / Avg Loss | 1.1736 | 1.2346 | 1.1176 | 1.0511 | 1.1615 | 0.9475 |
Largest Winning Trade | 18542 | 18542 | 16074 | 66292 | 66292 | 41489 |
Largest Losing Trade | -18426 | -14255 | -18426 | -80275 | -53528 | -80275 |
Avg Bars in Trades | 44 | 42 | 47 | 44 | 42 | 47 |
Avg Bars in Winners | 46 | 45 | 48 | 46 | 45 | 48 |
Avg Bars in Losers | 42 | 39 | 46 | 42 | 39 | 46 |
Bars Traded | 24800 | 11730 | 13070 | 24800 | 11730 | 13070 |
Profit Streak | 1.4973 | 3.9557 | 1.4973 | 1.4973 | 3.9557 | 1.4973 |
Trades During Streak | 2 | 2 | 1 | 2 | 2 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 325618 | 263280 | 200380 | -91351 | -53223 | -181992 |
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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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