Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 748713.6326 | 611165.1299 | 137548.5027 | 1289597.6748 | 681464.0962 | 608133.5786 |
Total P&L (%) | 748.7136 | 611.1651 | 137.5485 | 1289.5977 | 681.4641 | 608.1336 |
Avg Daily Profit (%) | 0.3087 | 0.252 | 0.0567 | 0.1085 | 0.0848 | 0.0807 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -155301 | -122980 | -177127 | -2231362 | -1659398 | -1986278 |
Profit Factor | 1.4133 | 1.698 | 1.147 | 1.0713 | 1.0772 | 1.0656 |
Total Trades | 552 | 276 | 276 | 552 | 276 | 276 |
Winning Trades | 188 | 87 | 101 | 188 | 87 | 101 |
Losing Trades | 364 | 189 | 175 | 364 | 189 | 175 |
Profitability (%) | 34.058 | 31.5217 | 36.5942 | 34.058 | 31.5217 | 36.5942 |
Ratio Avg Win / Avg Loss | 2.7365 | 3.6888 | 1.9873 | 2.0741 | 2.3401 | 1.8463 |
Largest Winning Trade | 295278 | 295278 | 52651 | 897267 | 897267 | 606565 |
Largest Losing Trade | -29389 | -20777 | -29389 | -799226 | -398124 | -799226 |
Avg Bars in Trades | 13 | 13 | 12 | 13 | 13 | 12 |
Avg Bars in Winners | 22 | 23 | 21 | 22 | 23 | 21 |
Avg Bars in Losers | 8 | 9 | 7 | 8 | 9 | 7 |
Bars Traded | 7204 | 3781 | 3422 | 7204 | 3781 | 3422 |
Profit Streak | 19.9842 | 19.9842 | 20.6509 | 19.9842 | 19.9842 | 20.6509 |
Trades During Streak | 2 | 1 | 1 | 2 | 1 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 319724 | 224454 | -178430 | -190669 | -219282 | -235514 |
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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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