Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 372636.8925 | 147680.6376 | 224956.2549 | 388340.3954 | 274465.5965 | 113874.7989 |
Total P&L (%) | 372.6369 | 147.6806 | 224.9563 | 388.3404 | 274.4656 | 113.8748 |
Avg Daily Profit (%) | 0.2516 | 0.0997 | 0.1519 | 0.1071 | 0.0892 | 0.0513 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -142096 | -105770 | -82829 | -426351 | -220920 | -298720 |
Profit Factor | 1.2687 | 1.214 | 1.3228 | 1.1221 | 1.1874 | 1.0664 |
Total Trades | 420 | 210 | 210 | 420 | 210 | 210 |
Winning Trades | 209 | 104 | 105 | 209 | 104 | 105 |
Losing Trades | 211 | 106 | 105 | 211 | 106 | 105 |
Profitability (%) | 49.7619 | 49.5238 | 50 | 49.7619 | 49.5238 | 50 |
Ratio Avg Win / Avg Loss | 1.2808 | 1.2374 | 1.3228 | 1.1329 | 1.2102 | 1.0664 |
Largest Winning Trade | 42477 | 40395 | 42477 | 77180 | 77180 | 74075 |
Largest Losing Trade | -35101 | -25389 | -35101 | -109504 | -61768 | -109504 |
Avg Bars in Trades | 13 | 14 | 13 | 13 | 14 | 13 |
Avg Bars in Winners | 13 | 13 | 12 | 13 | 13 | 12 |
Avg Bars in Losers | 14 | 15 | 14 | 14 | 15 | 14 |
Bars Traded | 5869 | 3047 | 2822 | 5869 | 3047 | 2822 |
Profit Streak | 1.6036 | 0 | 12.6036 | 1.6036 | 0 | 12.6036 |
Trades During Streak | 1 | 0 | 2 | 1 | 0 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 284747 | -59678 | 336133 | -136196 | -87666 | -269929 |
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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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