Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 580708.5292 | 453332.4014 | 127376.1278 | 430689.8665 | 243692.8384 | 186997.0281 |
Total P&L (%) | 580.7085 | 453.3324 | 127.3761 | 430.6899 | 243.6928 | 186.997 |
Avg Daily Profit (%) | 0.2686 | 0.2097 | 0.0589 | 0.0772 | 0.0571 | 0.0488 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -186696 | -116246 | -141058 | -2683404 | -1315584 | -1484307 |
Profit Factor | 1.4528 | 1.6956 | 1.2019 | 1.0518 | 1.0575 | 1.0459 |
Total Trades | 225 | 112 | 113 | 225 | 112 | 113 |
Winning Trades | 111 | 55 | 56 | 111 | 55 | 56 |
Losing Trades | 114 | 57 | 57 | 114 | 57 | 57 |
Profitability (%) | 49.3333 | 49.1071 | 49.5575 | 49.3333 | 49.1071 | 49.5575 |
Ratio Avg Win / Avg Loss | 1.4921 | 1.7573 | 1.2234 | 1.0802 | 1.0959 | 1.0646 |
Largest Winning Trade | 96556 | 96556 | 62386 | 675881 | 675881 | 485401 |
Largest Losing Trade | -60270 | -60270 | -40013 | -705506 | -613627 | -705506 |
Avg Bars in Trades | 37 | 37 | 37 | 37 | 37 | 37 |
Avg Bars in Winners | 37 | 37 | 37 | 37 | 37 | 37 |
Avg Bars in Losers | 37 | 37 | 36 | 37 | 37 | 36 |
Bars Traded | 8353 | 4172 | 4181 | 8353 | 4172 | 4181 |
Profit Streak | 18.5614 | 0 | 27.8114 | 18.5614 | 0 | 27.8114 |
Trades During Streak | 1 | 0 | 1 | 1 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 400396 | 371283 | -114642 | -251886 | -274556 | -297671 |
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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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