Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 323422.5675 | 216416.1154 | 107006.4521 | 573305.6973 | 541703.1259 | 31602.5714 |
Total P&L (%) | 323.4226 | 216.4161 | 107.0065 | 573.3057 | 541.7031 | 31.6026 |
Avg Daily Profit (%) | 0.3105 | 0.2078 | 0.1027 | 0.1833 | 0.1786 | 0.0264 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -88441 | -71752 | -58193 | -591876 | -238656 | -577598 |
Profit Factor | 1.4038 | 1.5818 | 1.2495 | 1.2026 | 1.4109 | 1.0209 |
Total Trades | 428 | 214 | 214 | 428 | 214 | 214 |
Winning Trades | 177 | 82 | 95 | 177 | 82 | 95 |
Losing Trades | 251 | 132 | 119 | 251 | 132 | 119 |
Profitability (%) | 41.3551 | 38.3178 | 44.3925 | 41.3551 | 38.3178 | 44.3925 |
Ratio Avg Win / Avg Loss | 1.9908 | 2.5463 | 1.5652 | 1.7054 | 2.2713 | 1.2788 |
Largest Winning Trade | 57807 | 57807 | 46400 | 347096 | 347096 | 301881 |
Largest Losing Trade | -30919 | -15855 | -30919 | -135942 | -110505 | -135942 |
Avg Bars in Trades | 57 | 48 | 66 | 57 | 48 | 66 |
Avg Bars in Winners | 81 | 61 | 98 | 81 | 61 | 98 |
Avg Bars in Losers | 40 | 40 | 41 | 40 | 40 | 41 |
Bars Traded | 24683 | 10359 | 14323 | 24683 | 10359 | 14323 |
Profit Streak | 8.7183 | 9.2599 | 0 | 8.7183 | 9.2599 | 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 | 357841 | 262540 | -56561 | 289415 | 230985 | -359762 |
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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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