Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 396557.5261 | 198121.8874 | 198435.6387 | 405533.3545 | 15795.1406 | 389738.2139 |
Total P&L (%) | 396.5575 | 198.1219 | 198.4356 | 405.5334 | 15.7951 | 389.7382 |
Avg Daily Profit (%) | 0.2177 | 0.1087 | 0.1089 | 0.089 | 0.008 | 0.0872 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -117655 | -85199 | -89407 | -1052089 | -824446 | -669113 |
Profit Factor | 1.2987 | 1.304 | 1.2937 | 1.0581 | 1.0046 | 1.1099 |
Total Trades | 437 | 219 | 218 | 437 | 219 | 218 |
Winning Trades | 173 | 82 | 91 | 173 | 82 | 91 |
Losing Trades | 264 | 137 | 127 | 264 | 137 | 127 |
Profitability (%) | 39.5881 | 37.4429 | 41.7431 | 39.5881 | 37.4429 | 41.7431 |
Ratio Avg Win / Avg Loss | 1.9819 | 2.1786 | 1.8054 | 1.6147 | 1.6784 | 1.5489 |
Largest Winning Trade | 85944 | 85944 | 38492 | 283146 | 264019 | 283146 |
Largest Losing Trade | -33898 | -21439 | -33898 | -173971 | -151091 | -173971 |
Avg Bars in Trades | 12 | 12 | 11 | 12 | 12 | 11 |
Avg Bars in Winners | 18 | 18 | 17 | 18 | 18 | 17 |
Avg Bars in Losers | 8 | 9 | 7 | 8 | 9 | 7 |
Bars Traded | 5389 | 2801 | 2588 | 5389 | 2801 | 2588 |
Profit Streak | 22.1614 | 22.1614 | 22.8281 | 22.1614 | 22.1614 | 22.8281 |
Trades During Streak | 2 | 1 | 1 | 2 | 1 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 306584 | -50067 | -48236 | -230101 | -409584 | -176859 |
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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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