Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 288731.5309 | 196550.0406 | 92181.4903 | 466618.6767 | 372659.2024 | 93959.4743 |
Total P&L (%) | 288.7315 | 196.55 | 92.1815 | 466.6187 | 372.6592 | 93.9595 |
Avg Daily Profit (%) | 3.326 | 2.2641 | 1.0619 | 2.0182 | 1.8053 | 0.7661 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -44747 | -23787 | -28278 | -48449 | -26065 | -29761 |
Profit Factor | 2.0643 | 2.3265 | 1.7487 | 2.6438 | 3.3906 | 1.7341 |
Total Trades | 351 | 176 | 175 | 351 | 176 | 175 |
Winning Trades | 198 | 99 | 99 | 198 | 99 | 99 |
Losing Trades | 153 | 77 | 76 | 153 | 77 | 76 |
Profitability (%) | 56.4103 | 56.25 | 56.5714 | 56.4103 | 56.25 | 56.5714 |
Ratio Avg Win / Avg Loss | 1.5951 | 1.8095 | 1.3425 | 2.0429 | 2.6371 | 1.3313 |
Largest Winning Trade | 196891 | 196891 | 75117 | 375768 | 375768 | 81866 |
Largest Losing Trade | -8432 | -8432 | -7685 | -10035 | -10035 | -9944 |
Avg Bars in Trades | 70 | 73 | 67 | 70 | 73 | 67 |
Avg Bars in Winners | 62 | 65 | 60 | 62 | 65 | 60 |
Avg Bars in Losers | 80 | 84 | 77 | 80 | 84 | 77 |
Bars Traded | 24797 | 12961 | 11836 | 24797 | 12961 | 11836 |
Profit Streak | 0.5479 | 0.5479 | 1.3708 | 0.5479 | 0.5479 | 1.3708 |
Trades During Streak | 2 | 1 | 3 | 2 | 1 | 3 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 595933 | 514004 | 453074 | 595319 | 573590 | 433432 |
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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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