Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 269270.0606 | 160021.6358 | 109248.4248 | 773264.5126 | 581547.0432 | 191717.4694 |
Total P&L (%) | 269.2701 | 160.0216 | 109.2484 | 773.2645 | 581.547 | 191.7175 |
Avg Daily Profit (%) | 0.517 | 0.3072 | 0.2098 | 0.4169 | 0.3692 | 0.2058 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -37212 | -37688 | -33189 | -185067 | -150861 | -296158 |
Profit Factor | 1.5437 | 1.587 | 1.4908 | 1.4 | 1.5918 | 1.2017 |
Total Trades | 307 | 154 | 153 | 307 | 154 | 153 |
Winning Trades | 132 | 65 | 67 | 132 | 65 | 67 |
Losing Trades | 175 | 89 | 86 | 175 | 89 | 86 |
Profitability (%) | 42.9967 | 42.2078 | 43.7909 | 42.9967 | 42.2078 | 43.7909 |
Ratio Avg Win / Avg Loss | 2.0466 | 2.173 | 1.9135 | 1.8561 | 2.1796 | 1.5425 |
Largest Winning Trade | 31472 | 31472 | 19457 | 155462 | 155462 | 126805 |
Largest Losing Trade | -9808 | -9808 | -9394 | -60822 | -60822 | -57391 |
Avg Bars in Trades | 79 | 81 | 77 | 79 | 81 | 77 |
Avg Bars in Winners | 114 | 120 | 108 | 114 | 120 | 108 |
Avg Bars in Losers | 53 | 53 | 53 | 53 | 53 | 53 |
Bars Traded | 24452 | 12572 | 11880 | 24452 | 12572 | 11880 |
Profit Streak | 4.8306 | 4.9765 | 0 | 4.8306 | 4.9765 | 0 |
Trades During Streak | 1 | 1 | 0 | 1 | 1 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 427895 | 318032 | 263808 | 380488 | 353150 | 198984 |
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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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