Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 535469.7449 | 316869.5486 | 218600.1963 | 2012314.2598 | 1465256.7058 | 547057.554 |
Total P&L (%) | 535.4697 | 316.8695 | 218.6002 | 2012.3143 | 1465.2567 | 547.0576 |
Avg Daily Profit (%) | 0.3187 | 0.1886 | 0.1301 | 0.1817 | 0.1638 | 0.1112 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -175892 | -143291 | -93370 | -567279 | -528651 | -591649 |
Profit Factor | 1.4462 | 1.5345 | 1.36 | 1.4134 | 1.5455 | 1.2507 |
Total Trades | 413 | 207 | 206 | 413 | 207 | 206 |
Winning Trades | 164 | 80 | 84 | 164 | 80 | 84 |
Losing Trades | 249 | 127 | 122 | 249 | 127 | 122 |
Profitability (%) | 39.7094 | 38.6473 | 40.7767 | 39.7094 | 38.6473 | 40.7767 |
Ratio Avg Win / Avg Loss | 2.1957 | 2.436 | 1.9752 | 2.1459 | 2.4535 | 1.8165 |
Largest Winning Trade | 72770 | 72770 | 38027 | 797862 | 797862 | 327256 |
Largest Losing Trade | -30621 | -18514 | -30621 | -424924 | -424924 | -211380 |
Avg Bars in Trades | 12 | 12 | 11 | 12 | 12 | 11 |
Avg Bars in Winners | 19 | 19 | 18 | 19 | 19 | 18 |
Avg Bars in Losers | 7 | 8 | 6 | 7 | 8 | 6 |
Bars Traded | 4975 | 2580 | 2395 | 4975 | 2580 | 2395 |
Profit Streak | 8.9969 | 31.9969 | 0 | 8.9969 | 31.9969 | 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 | 368749 | 271434 | -20572 | 319387 | 281244 | -46032 |
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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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