Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 349632.4737 | 232925.4956 | 116706.9781 | 572667.9481 | 270767.0405 | 301900.9077 |
Total P&L (%) | 349.6325 | 232.9255 | 116.707 | 572.6679 | 270.767 | 301.9009 |
Avg Daily Profit (%) | 0.3356 | 0.2236 | 0.112 | 0.1832 | 0.1259 | 0.1336 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -141280 | -111096 | -109725 | -172187 | -136541 | -121986 |
Profit Factor | 1.2656 | 1.3646 | 1.1722 | 1.2914 | 1.2632 | 1.3225 |
Total Trades | 595 | 298 | 297 | 595 | 298 | 297 |
Winning Trades | 255 | 124 | 131 | 255 | 124 | 131 |
Losing Trades | 340 | 174 | 166 | 340 | 174 | 166 |
Profitability (%) | 42.8571 | 41.6107 | 44.1077 | 42.8571 | 41.6107 | 44.1077 |
Ratio Avg Win / Avg Loss | 1.6874 | 1.9148 | 1.4854 | 1.7219 | 1.7725 | 1.6758 |
Largest Winning Trade | 68328 | 68328 | 25532 | 113302 | 113302 | 93454 |
Largest Losing Trade | -31283 | -20352 | -31283 | -60239 | -60239 | -42231 |
Avg Bars in Trades | 41 | 43 | 39 | 41 | 43 | 39 |
Avg Bars in Winners | 60 | 63 | 58 | 60 | 63 | 58 |
Avg Bars in Losers | 27 | 29 | 25 | 27 | 29 | 25 |
Bars Traded | 24804 | 12991 | 11813 | 24804 | 12991 | 11813 |
Profit Streak | 7.4931 | 8.1598 | 7.4931 | 7.4931 | 8.1598 | 7.4931 |
Trades During Streak | 3 | 2 | 1 | 3 | 2 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 419730 | 298157 | -75146 | 393499 | -25129 | -13917 |
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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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