Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 526297.0556 | 332901.0152 | 193396.0403 | 1183979.5252 | 558363.8328 | 625615.6924 |
Total P&L (%) | 526.2971 | 332.901 | 193.396 | 1183.9795 | 558.3638 | 625.6157 |
Avg Daily Profit (%) | 0.2733 | 0.1729 | 0.1004 | 0.1326 | 0.0979 | 0.103 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -154256 | -54831 | -174168 | -616951 | -595076 | -292282 |
Profit Factor | 1.5553 | 1.776 | 1.3728 | 1.2531 | 1.2247 | 1.2852 |
Total Trades | 511 | 255 | 256 | 511 | 255 | 256 |
Winning Trades | 256 | 120 | 136 | 256 | 120 | 136 |
Losing Trades | 255 | 135 | 120 | 255 | 135 | 120 |
Profitability (%) | 50.0978 | 47.0588 | 53.125 | 50.0978 | 47.0588 | 53.125 |
Ratio Avg Win / Avg Loss | 1.5492 | 1.998 | 1.2113 | 1.2482 | 1.3778 | 1.134 |
Largest Winning Trade | 69797 | 69797 | 67944 | 492438 | 480527 | 492438 |
Largest Losing Trade | -69523 | -38812 | -69523 | -486311 | -486311 | -147657 |
Avg Bars in Trades | 14 | 15 | 13 | 14 | 15 | 13 |
Avg Bars in Winners | 15 | 15 | 14 | 15 | 15 | 14 |
Avg Bars in Losers | 13 | 15 | 11 | 13 | 15 | 11 |
Bars Traded | 7389 | 3984 | 3405 | 7389 | 3984 | 3405 |
Profit Streak | 2.6452 | 0 | 3.3952 | 2.6452 | 0 | 3.3952 |
Trades During Streak | 1 | 0 | 1 | 1 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 464377 | 384109 | -57686 | -14264 | -62306 | -54418 |
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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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