Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 301480.7773 | 128633.7009 | 172847.0764 | 458693.7067 | 129925.8968 | 328767.8099 |
Total P&L (%) | 301.4808 | 128.6337 | 172.8471 | 458.6937 | 129.9259 | 328.7678 |
Avg Daily Profit (%) | 0.2679 | 0.1143 | 0.1536 | 0.153 | 0.074 | 0.1294 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -87775 | -56289 | -103155 | -255620 | -144289 | -209508 |
Profit Factor | 1.2862 | 1.2628 | 1.3066 | 1.1707 | 1.1 | 1.2369 |
Total Trades | 622 | 311 | 311 | 622 | 311 | 311 |
Winning Trades | 325 | 155 | 170 | 325 | 155 | 170 |
Losing Trades | 297 | 156 | 141 | 297 | 156 | 141 |
Profitability (%) | 52.2508 | 49.8392 | 54.6624 | 52.2508 | 49.8392 | 54.6624 |
Ratio Avg Win / Avg Loss | 1.1754 | 1.271 | 1.0837 | 1.0698 | 1.1071 | 1.0259 |
Largest Winning Trade | 37465 | 37465 | 26983 | 129326 | 129326 | 82115 |
Largest Losing Trade | -52353 | -16815 | -52353 | -139653 | -57568 | -139653 |
Avg Bars in Trades | 21 | 17 | 25 | 21 | 17 | 25 |
Avg Bars in Winners | 21 | 17 | 25 | 21 | 17 | 25 |
Avg Bars in Losers | 21 | 17 | 25 | 21 | 17 | 25 |
Bars Traded | 13305 | 5411 | 7894 | 13305 | 5411 | 7894 |
Profit Streak | 5.5598 | 7.8098 | 0 | 5.5598 | 7.8098 | 0 |
Trades During Streak | 1 | 2 | 0 | 1 | 2 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 458112 | -38141 | 334848 | -21025 | -202277 | -18586 |
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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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