Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 507854.7126 | 408980.7641 | 98873.9485 | 1360627.7065 | 1049748.6121 | 310879.0944 |
Total P&L (%) | 507.8547 | 408.9808 | 98.8739 | 1360.6277 | 1049.7486 | 310.8791 |
Avg Daily Profit (%) | 0.4114 | 0.3313 | 0.0801 | 0.2174 | 0.198 | 0.1145 |
Buy And Hold Return (%) | 82.0934 | 82.0934 | 82.0934 | 82.0934 | 82.0934 | 82.0934 |
Max Trade Drawdown | -93706 | -57427 | -98201 | -475318 | -260121 | -519904 |
Profit Factor | 1.3986 | 1.6972 | 1.1438 | 1.2798 | 1.4584 | 1.1208 |
Total Trades | 362 | 181 | 181 | 362 | 181 | 181 |
Winning Trades | 188 | 85 | 103 | 188 | 85 | 103 |
Losing Trades | 174 | 96 | 78 | 174 | 96 | 78 |
Profitability (%) | 51.9337 | 46.9613 | 56.9061 | 51.9337 | 46.9613 | 56.9061 |
Ratio Avg Win / Avg Loss | 1.2945 | 1.9169 | 0.8662 | 1.1845 | 1.6472 | 0.8488 |
Largest Winning Trade | 85019 | 85019 | 28259 | 264182 | 264182 | 150485 |
Largest Losing Trade | -29369 | -20002 | -29369 | -101255 | -96536 | -101255 |
Avg Bars in Trades | 13 | 13 | 13 | 13 | 13 | 13 |
Avg Bars in Winners | 13 | 13 | 13 | 13 | 13 | 13 |
Avg Bars in Losers | 13 | 13 | 13 | 13 | 13 | 13 |
Bars Traded | 4775 | 2386 | 2389 | 4775 | 2386 | 2389 |
Profit Streak | 17.5139 | 20.7639 | 17.5139 | 17.5139 | 20.7639 | 17.5139 |
Trades During Streak | 4 | 2 | 2 | 4 | 2 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 501775 | 401584 | -249537 | 435485 | 386256 | -129166 |
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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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