Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 524346.3282 | 312672.5241 | 211673.8041 | 1967063.2696 | 1506620.2093 | 460443.0603 |
Total P&L (%) | 524.3463 | 312.6725 | 211.6738 | 1967.0633 | 1506.6202 | 460.4431 |
Avg Daily Profit (%) | 0.3124 | 0.1863 | 0.1261 | 0.1806 | 0.1656 | 0.1027 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -72869 | -104653 | -57770 | -1439351 | -477661 | -1125310 |
Profit Factor | 1.5095 | 1.6345 | 1.3947 | 1.3799 | 1.6481 | 1.1614 |
Total Trades | 367 | 184 | 183 | 367 | 184 | 183 |
Winning Trades | 138 | 60 | 78 | 138 | 60 | 78 |
Losing Trades | 229 | 124 | 105 | 229 | 124 | 105 |
Profitability (%) | 37.6022 | 32.6087 | 42.623 | 37.6022 | 32.6087 | 42.623 |
Ratio Avg Win / Avg Loss | 2.5049 | 3.378 | 1.8774 | 2.2898 | 3.406 | 1.5634 |
Largest Winning Trade | 88582 | 88582 | 50369 | 819482 | 819482 | 609831 |
Largest Losing Trade | -23519 | -15615 | -23519 | -225895 | -200198 | -225895 |
Avg Bars in Trades | 18 | 18 | 17 | 18 | 18 | 17 |
Avg Bars in Winners | 32 | 35 | 30 | 32 | 35 | 30 |
Avg Bars in Losers | 9 | 10 | 8 | 9 | 10 | 8 |
Bars Traded | 6663 | 3395 | 3268 | 6663 | 3395 | 3268 |
Profit Streak | 11.1504 | 33.9004 | 0 | 11.1504 | 33.9004 | 0 |
Trades During Streak | 1 | 2 | 0 | 1 | 2 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 341538 | 198541 | -25075 | 272466 | 208108 | -99935 |
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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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