Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 533364.2655 | 369274.3306 | 164089.9349 | 640315.6517 | 410421.8669 | 229893.7848 |
Total P&L (%) | 533.3643 | 369.2743 | 164.0899 | 640.3157 | 410.4219 | 229.8938 |
Avg Daily Profit (%) | 0.516 | 0.3572 | 0.1587 | 0.1939 | 0.1578 | 0.1155 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -99383 | -103732 | -77178 | -229718 | -210265 | -131971 |
Profit Factor | 1.5191 | 1.6611 | 1.3498 | 1.3147 | 1.3663 | 1.2516 |
Total Trades | 232 | 116 | 116 | 232 | 116 | 116 |
Winning Trades | 129 | 59 | 70 | 129 | 59 | 70 |
Losing Trades | 103 | 57 | 46 | 103 | 57 | 46 |
Profitability (%) | 55.6034 | 50.8621 | 60.3448 | 55.6034 | 50.8621 | 60.3448 |
Ratio Avg Win / Avg Loss | 1.2129 | 1.6048 | 0.887 | 1.0498 | 1.32 | 0.8225 |
Largest Winning Trade | 198868 | 198868 | 27015 | 249905 | 249905 | 88909 |
Largest Losing Trade | -44739 | -31688 | -44739 | -131903 | -130751 | -131903 |
Avg Bars in Trades | 12 | 12 | 13 | 12 | 12 | 13 |
Avg Bars in Winners | 12 | 12 | 12 | 12 | 12 | 12 |
Avg Bars in Losers | 12 | 12 | 13 | 12 | 12 | 13 |
Bars Traded | 3006 | 1498 | 1508 | 3006 | 1498 | 1508 |
Profit Streak | 11.4571 | 15.7904 | 11.4571 | 11.4571 | 15.7904 | 11.4571 |
Trades During Streak | 2 | 1 | 1 | 2 | 1 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 556901 | 462046 | 287853 | 412834 | 305016 | -38627 |
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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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