Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 428084.8572 | 275396.1408 | 152688.7165 | 696693.3404 | 597673.1782 | 99020.1622 |
Total P&L (%) | 428.0849 | 275.3961 | 152.6887 | 696.6933 | 597.6732 | 99.0202 |
Avg Daily Profit (%) | 0.2532 | 0.1629 | 0.0903 | 0.1228 | 0.115 | 0.0407 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -97675 | -98804 | -85189 | -523565 | -287168 | -378360 |
Profit Factor | 1.3162 | 1.4171 | 1.2202 | 1.1529 | 1.2679 | 1.0426 |
Total Trades | 496 | 248 | 248 | 496 | 248 | 248 |
Winning Trades | 213 | 102 | 111 | 213 | 102 | 111 |
Losing Trades | 283 | 146 | 137 | 283 | 146 | 137 |
Profitability (%) | 42.9435 | 41.129 | 44.7581 | 42.9435 | 41.129 | 44.7581 |
Ratio Avg Win / Avg Loss | 1.7488 | 2.0284 | 1.506 | 1.5317 | 1.8148 | 1.2868 |
Largest Winning Trade | 69794 | 69794 | 43717 | 246398 | 246398 | 136220 |
Largest Losing Trade | -25653 | -20188 | -25653 | -118312 | -118312 | -90422 |
Avg Bars in Trades | 20 | 20 | 20 | 20 | 20 | 20 |
Avg Bars in Winners | 28 | 29 | 28 | 28 | 29 | 28 |
Avg Bars in Losers | 13 | 14 | 13 | 13 | 14 | 13 |
Bars Traded | 10056 | 5061 | 4995 | 10056 | 5061 | 4995 |
Profit Streak | 4.0418 | 5.7085 | 0 | 4.0418 | 5.7085 | 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 | 335326 | 269533 | -72688 | -79927 | -39814 | -313236 |
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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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