Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 570355.1417 | 451805.1808 | 118549.9609 | 846812.6933 | 755550.6041 | 91262.0891 |
Total P&L (%) | 570.3551 | 451.8052 | 118.55 | 846.8127 | 755.5506 | 91.2621 |
Avg Daily Profit (%) | 0.228 | 0.1806 | 0.0474 | 0.0899 | 0.0858 | 0.0259 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -180967 | -78913 | -181013 | -439577 | -348620 | -452536 |
Profit Factor | 1.3368 | 1.5654 | 1.1326 | 1.1809 | 1.3316 | 1.038 |
Total Trades | 540 | 270 | 270 | 540 | 270 | 270 |
Winning Trades | 207 | 99 | 108 | 207 | 99 | 108 |
Losing Trades | 333 | 171 | 162 | 333 | 171 | 162 |
Profitability (%) | 38.3333 | 36.6667 | 40 | 38.3333 | 36.6667 | 40 |
Ratio Avg Win / Avg Loss | 2.1505 | 2.7039 | 1.6988 | 1.8997 | 2.3 | 1.557 |
Largest Winning Trade | 171438 | 171438 | 49531 | 295234 | 295234 | 143914 |
Largest Losing Trade | -38154 | -20012 | -38154 | -177660 | -145668 | -177660 |
Avg Bars in Trades | 9 | 9 | 9 | 9 | 9 | 9 |
Avg Bars in Winners | 14 | 14 | 14 | 14 | 14 | 14 |
Avg Bars in Losers | 5 | 6 | 5 | 5 | 6 | 5 |
Bars Traded | 4962 | 2517 | 2445 | 4962 | 2517 | 2445 |
Profit Streak | 29.3109 | 29.3109 | 29.8109 | 29.3109 | 29.3109 | 29.8109 |
Trades During Streak | 3 | 1 | 2 | 3 | 1 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 350081 | 243412 | -204987 | -92933 | -80070 | -337619 |
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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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