Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 414166.7268 | 310592.4706 | 103574.2562 | 341679.8788 | 134521.8239 | 207158.0549 |
Total P&L (%) | 414.1667 | 310.5925 | 103.5743 | 341.6799 | 134.5218 | 207.1581 |
Avg Daily Profit (%) | 0.1742 | 0.1306 | 0.0436 | 0.0625 | 0.0359 | 0.0472 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -87992 | -86292 | -60061 | -533062 | -473543 | -398670 |
Profit Factor | 1.3394 | 1.4642 | 1.1878 | 1.0732 | 1.0511 | 1.1017 |
Total Trades | 429 | 215 | 214 | 429 | 215 | 214 |
Winning Trades | 179 | 88 | 91 | 179 | 88 | 91 |
Losing Trades | 250 | 127 | 123 | 250 | 127 | 123 |
Profitability (%) | 41.7249 | 40.9302 | 42.5234 | 41.7249 | 40.9302 | 42.5234 |
Ratio Avg Win / Avg Loss | 1.8706 | 2.1131 | 1.6056 | 1.4989 | 1.517 | 1.4891 |
Largest Winning Trade | 122015 | 122015 | 45396 | 371294 | 371294 | 202073 |
Largest Losing Trade | -30268 | -30268 | -20447 | -184724 | -184724 | -128309 |
Avg Bars in Trades | 32 | 33 | 32 | 32 | 33 | 32 |
Avg Bars in Winners | 45 | 45 | 45 | 45 | 45 | 45 |
Avg Bars in Losers | 23 | 24 | 22 | 23 | 24 | 22 |
Bars Traded | 14059 | 7198 | 6861 | 14059 | 7198 | 6861 |
Profit Streak | 163.6947 | 186.528 | 163.6947 | 163.6947 | 186.528 | 163.6947 |
Trades During Streak | 3 | 3 | 1 | 3 | 3 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 331693 | -18035 | -149272 | -249117 | -309761 | -240316 |
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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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