Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 598613.3543 | 426415.3564 | 172197.9979 | 2619367.6441 | 862972.9198 | 1756394.7243 |
Total P&L (%) | 598.6134 | 426.4154 | 172.198 | 2619.3676 | 862.9729 | 1756.3947 |
Avg Daily Profit (%) | 0.3372 | 0.2402 | 0.097 | 0.1862 | 0.1277 | 0.1647 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -88343 | -50405 | -89686 | -915876 | -1011799 | -723380 |
Profit Factor | 1.6785 | 1.9467 | 1.3987 | 1.3511 | 1.218 | 1.5015 |
Total Trades | 238 | 119 | 119 | 238 | 119 | 119 |
Winning Trades | 84 | 39 | 45 | 84 | 39 | 45 |
Losing Trades | 154 | 80 | 74 | 154 | 80 | 74 |
Profitability (%) | 35.2941 | 32.7731 | 37.8151 | 35.2941 | 32.7731 | 37.8151 |
Ratio Avg Win / Avg Loss | 3.0772 | 3.9932 | 2.3002 | 2.4769 | 2.4984 | 2.4691 |
Largest Winning Trade | 126799 | 126799 | 65993 | 675573 | 490118 | 675573 |
Largest Losing Trade | -25152 | -15208 | -25152 | -247124 | -247124 | -218717 |
Avg Bars in Trades | 21 | 20 | 23 | 21 | 20 | 23 |
Avg Bars in Winners | 42 | 44 | 41 | 42 | 44 | 41 |
Avg Bars in Losers | 10 | 9 | 11 | 10 | 9 | 11 |
Bars Traded | 5224 | 2475 | 2749 | 5224 | 2475 | 2749 |
Profit Streak | 37.3237 | 37.3237 | 37.9904 | 37.3237 | 37.3237 | 37.9904 |
Trades During Streak | 2 | 1 | 1 | 2 | 1 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 330610 | 199686 | -65834 | 223939 | -27604 | 216315 |
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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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