Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1003806.6133 | 869299.8555 | 134506.7577 | 997534.4268 | 302667.4152 | 694867.0116 |
Total P&L (%) | 1003.8066 | 869.2999 | 134.5068 | 997.5344 | 302.6674 | 694.867 |
Avg Daily Profit (%) | 0.4338 | 0.3756 | 0.0581 | 0.1036 | 0.0602 | 0.0896 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -155248 | -130573 | -223851 | -819191 | -932941 | -262204 |
Profit Factor | 1.5631 | 1.9308 | 1.1585 | 1.184 | 1.097 | 1.3021 |
Total Trades | 438 | 219 | 219 | 438 | 219 | 219 |
Winning Trades | 139 | 65 | 74 | 139 | 65 | 74 |
Losing Trades | 299 | 154 | 145 | 299 | 154 | 145 |
Profitability (%) | 31.7352 | 29.6804 | 33.79 | 31.7352 | 29.6804 | 33.79 |
Ratio Avg Win / Avg Loss | 3.3623 | 4.5746 | 2.2699 | 2.5469 | 2.599 | 2.5515 |
Largest Winning Trade | 498047 | 498047 | 54059 | 831787 | 831787 | 200971 |
Largest Losing Trade | -27541 | -27541 | -18805 | -188494 | -188494 | -139151 |
Avg Bars in Trades | 20 | 22 | 19 | 20 | 22 | 19 |
Avg Bars in Winners | 42 | 46 | 39 | 42 | 46 | 39 |
Avg Bars in Losers | 10 | 12 | 9 | 10 | 12 | 9 |
Bars Traded | 9149 | 4944 | 4205 | 9149 | 4944 | 4205 |
Profit Streak | 12.0158 | 0 | 13.2658 | 12.0158 | 0 | 13.2658 |
Trades During Streak | 1 | 0 | 1 | 1 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 321314 | 175950 | -165256 | -75217 | -233601 | -76523 |
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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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