Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 163505.0946 | 94068.1148 | 69436.9798 | 96459.2881 | 433.2042 | 96026.0839 |
Total P&L (%) | 163.5051 | 94.0681 | 69.437 | 96.4593 | 0.4332 | 96.0261 |
Avg Daily Profit (%) | 0.157 | 0.0903 | 0.0667 | 0.0648 | 0.0004 | 0.0646 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -88869 | -67282 | -53276 | -261532 | -230850 | -128585 |
Profit Factor | 1.2108 | 1.2413 | 1.18 | 1.0652 | 1.0005 | 1.1394 |
Total Trades | 640 | 320 | 320 | 640 | 320 | 320 |
Winning Trades | 494 | 250 | 244 | 494 | 250 | 244 |
Losing Trades | 146 | 70 | 76 | 146 | 70 | 76 |
Profitability (%) | 77.1875 | 78.125 | 76.25 | 77.1875 | 78.125 | 76.25 |
Ratio Avg Win / Avg Loss | 0.3578 | 0.3476 | 0.3675 | 0.3148 | 0.2802 | 0.3549 |
Largest Winning Trade | 13365 | 13365 | 11271 | 36178 | 22911 | 36178 |
Largest Losing Trade | -38679 | -38679 | -38051 | -148956 | -148956 | -74824 |
Avg Bars in Trades | 37 | 41 | 34 | 37 | 41 | 34 |
Avg Bars in Winners | 17 | 16 | 17 | 17 | 16 | 17 |
Avg Bars in Losers | 108 | 129 | 88 | 108 | 129 | 88 |
Bars Traded | 24223 | 13273 | 10950 | 24223 | 13273 | 10950 |
Profit Streak | 10.6432 | 10.6432 | 21.9349 | 10.6432 | 10.6432 | 21.9349 |
Trades During Streak | 6 | 3 | 6 | 6 | 3 | 6 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 506303 | -68044 | -122075 | -247843 | -573324 | -169397 |
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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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