Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 574754.9868 | 480361.9095 | 94393.0774 | 270267.3639 | 126962.5915 | 143304.7724 |
Total P&L (%) | 574.755 | 480.3619 | 94.3931 | 270.2674 | 126.9626 | 143.3048 |
Avg Daily Profit (%) | 0.3071 | 0.2566 | 0.0504 | 0.07 | 0.0438 | 0.0475 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -177394 | -133408 | -170791 | -628265 | -465463 | -303021 |
Profit Factor | 1.319 | 1.5099 | 1.1098 | 1.0901 | 1.0795 | 1.1022 |
Total Trades | 541 | 271 | 270 | 541 | 271 | 270 |
Winning Trades | 206 | 101 | 105 | 206 | 101 | 105 |
Losing Trades | 335 | 170 | 165 | 335 | 170 | 165 |
Profitability (%) | 38.0776 | 37.2694 | 38.8889 | 38.0776 | 37.2694 | 38.8889 |
Ratio Avg Win / Avg Loss | 2.145 | 2.5414 | 1.744 | 1.7728 | 1.817 | 1.732 |
Largest Winning Trade | 207651 | 207651 | 46746 | 318780 | 318780 | 216142 |
Largest Losing Trade | -28726 | -27861 | -28726 | -143004 | -143004 | -115855 |
Avg Bars in Trades | 20 | 20 | 19 | 20 | 20 | 19 |
Avg Bars in Winners | 34 | 33 | 35 | 34 | 33 | 35 |
Avg Bars in Losers | 11 | 12 | 9 | 11 | 12 | 9 |
Bars Traded | 10945 | 5626 | 5319 | 10945 | 5626 | 5319 |
Profit Streak | 0 | 0 | 6.7392 | 0 | 0 | 6.7392 |
Trades During Streak | 0 | 0 | 1 | 0 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 314357 | 243795 | -226704 | -221332 | -270147 | -238971 |
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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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