Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 597252.8543 | 387173.1723 | 210079.682 | 1197646.9266 | 460246.1647 | 737400.7619 |
Total P&L (%) | 597.2529 | 387.1732 | 210.0797 | 1197.6469 | 460.2462 | 737.4008 |
Avg Daily Profit (%) | 0.4056 | 0.263 | 0.1427 | 0.1742 | 0.1171 | 0.1444 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -106848 | -149595 | -90905 | -1379322 | -767441 | -825188 |
Profit Factor | 1.4165 | 1.5715 | 1.2777 | 1.1409 | 1.1138 | 1.1656 |
Total Trades | 434 | 217 | 217 | 434 | 217 | 217 |
Winning Trades | 159 | 73 | 86 | 159 | 73 | 86 |
Losing Trades | 275 | 144 | 131 | 275 | 144 | 131 |
Profitability (%) | 36.6359 | 33.6406 | 39.6313 | 36.6359 | 33.6406 | 39.6313 |
Ratio Avg Win / Avg Loss | 2.4499 | 3.1 | 1.9463 | 1.9733 | 2.1972 | 1.7754 |
Largest Winning Trade | 152206 | 152206 | 41157 | 598956 | 598956 | 311094 |
Largest Losing Trade | -36985 | -17193 | -36985 | -249466 | -249466 | -244348 |
Avg Bars in Trades | 40 | 39 | 40 | 40 | 39 | 40 |
Avg Bars in Winners | 61 | 59 | 63 | 61 | 59 | 63 |
Avg Bars in Losers | 27 | 30 | 25 | 27 | 30 | 25 |
Bars Traded | 17454 | 8659 | 8795 | 17454 | 8659 | 8795 |
Profit Streak | 9.0548 | 12.2215 | 9.0548 | 9.0548 | 12.2215 | 9.0548 |
Trades During Streak | 2 | 1 | 1 | 2 | 1 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 355983 | 210657 | -4297 | -58375 | -136033 | -39907 |
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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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