Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 484932.6273 | 292634.1359 | 192298.4914 | 1304023.1241 | 1200887.6152 | 103135.5089 |
Total P&L (%) | 484.9326 | 292.6341 | 192.2985 | 1304.0231 | 1200.8876 | 103.1355 |
Avg Daily Profit (%) | 0.2888 | 0.1743 | 0.1145 | 0.1574 | 0.1529 | 0.0422 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -138741 | -120821 | -95889 | -1053874 | -394072 | -690274 |
Profit Factor | 1.4026 | 1.4968 | 1.3124 | 1.3897 | 1.7767 | 1.0573 |
Total Trades | 393 | 197 | 196 | 393 | 197 | 196 |
Winning Trades | 170 | 85 | 85 | 170 | 85 | 85 |
Losing Trades | 223 | 112 | 111 | 223 | 112 | 111 |
Profitability (%) | 43.257 | 43.1472 | 43.3673 | 43.257 | 43.1472 | 43.3673 |
Ratio Avg Win / Avg Loss | 1.8398 | 1.9723 | 1.7138 | 1.8229 | 2.341 | 1.3807 |
Largest Winning Trade | 70948 | 70948 | 42323 | 598780 | 598780 | 272916 |
Largest Losing Trade | -26033 | -18281 | -26033 | -284613 | -151863 | -284613 |
Avg Bars in Trades | 12 | 12 | 13 | 12 | 12 | 13 |
Avg Bars in Winners | 17 | 16 | 18 | 17 | 16 | 18 |
Avg Bars in Losers | 8 | 8 | 8 | 8 | 8 | 8 |
Bars Traded | 4998 | 2395 | 2603 | 4998 | 2395 | 2603 |
Profit Streak | 20.0358 | 21.3692 | 20.0358 | 20.0358 | 21.3692 | 20.0358 |
Trades During Streak | 3 | 2 | 1 | 3 | 2 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 409725 | 321790 | -40132 | 381481 | 365194 | -295310 |
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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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