Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 558422.0291 | 238163.897 | 320258.1321 | 2503786.6066 | 534073.8293 | 1969712.7773 |
Total P&L (%) | 558.422 | 238.1639 | 320.2581 | 2503.7866 | 534.0738 | 1969.7128 |
Avg Daily Profit (%) | 0.3744 | 0.1597 | 0.2147 | 0.2188 | 0.1239 | 0.2033 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -130866 | -130051 | -47991 | -1933120 | -1682737 | -662094 |
Profit Factor | 1.4513 | 1.3298 | 1.6215 | 1.2091 | 1.0826 | 1.3579 |
Total Trades | 412 | 206 | 206 | 412 | 206 | 206 |
Winning Trades | 216 | 99 | 117 | 216 | 99 | 117 |
Losing Trades | 196 | 107 | 89 | 196 | 107 | 89 |
Profitability (%) | 52.4272 | 48.0583 | 56.7961 | 52.4272 | 48.0583 | 56.7961 |
Ratio Avg Win / Avg Loss | 1.3169 | 1.4373 | 1.2334 | 1.0972 | 1.17 | 1.033 |
Largest Winning Trade | 76303 | 76303 | 44954 | 493832 | 363761 | 493832 |
Largest Losing Trade | -29042 | -29042 | -20846 | -453367 | -453367 | -389416 |
Avg Bars in Trades | 21 | 27 | 16 | 21 | 27 | 16 |
Avg Bars in Winners | 22 | 28 | 17 | 22 | 28 | 17 |
Avg Bars in Losers | 20 | 26 | 14 | 20 | 26 | 14 |
Bars Traded | 8895 | 5595 | 3300 | 8895 | 5595 | 3300 |
Profit Streak | 17.5837 | 17.5837 | 18.4171 | 17.5837 | 17.5837 | 18.4171 |
Trades During Streak | 3 | 1 | 2 | 3 | 1 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 531323 | 293580 | 448299 | 430178 | -156287 | 405059 |
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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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