Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 499258.5343 | 322605.2595 | 176653.2748 | 1284306.9958 | 933776.451 | 350530.5448 |
Total P&L (%) | 499.2585 | 322.6053 | 176.6533 | 1284.307 | 933.7765 | 350.5305 |
Avg Daily Profit (%) | 0.2099 | 0.1356 | 0.0743 | 0.1106 | 0.0983 | 0.0633 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -110313 | -126785 | -68101 | -851688 | -788421 | -549245 |
Profit Factor | 1.3756 | 1.5425 | 1.2405 | 1.1985 | 1.3232 | 1.0979 |
Total Trades | 436 | 218 | 218 | 436 | 218 | 218 |
Winning Trades | 172 | 91 | 81 | 172 | 91 | 81 |
Losing Trades | 264 | 127 | 137 | 264 | 127 | 137 |
Profitability (%) | 39.4495 | 41.7431 | 37.156 | 39.4495 | 41.7431 | 37.156 |
Ratio Avg Win / Avg Loss | 2.1114 | 2.1528 | 2.0981 | 1.8395 | 1.8466 | 1.8569 |
Largest Winning Trade | 72354 | 72354 | 48800 | 389205 | 389205 | 263396 |
Largest Losing Trade | -30142 | -27700 | -30142 | -279460 | -205560 | -279460 |
Avg Bars in Trades | 21 | 22 | 19 | 21 | 22 | 19 |
Avg Bars in Winners | 34 | 34 | 35 | 34 | 34 | 35 |
Avg Bars in Losers | 12 | 14 | 10 | 12 | 14 | 10 |
Bars Traded | 9284 | 4982 | 4302 | 9284 | 4982 | 4302 |
Profit Streak | 144.3675 | 147.3675 | 144.3675 | 144.3675 | 147.3675 | 144.3675 |
Trades During Streak | 2 | 1 | 1 | 2 | 1 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 316022 | -11039 | -96495 | -46678 | -61810 | -223714 |
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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) |
---|