Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 501868.4479 | 384617.1544 | 117251.2936 | 742494.573 | 427521.2535 | 314973.3195 |
Total P&L (%) | 501.8684 | 384.6172 | 117.2513 | 742.4946 | 427.5213 | 314.9733 |
Avg Daily Profit (%) | 0.2409 | 0.1846 | 0.0563 | 0.1024 | 0.0799 | 0.0683 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -110633 | -132166 | -99840 | -443510 | -407456 | -245999 |
Profit Factor | 1.3767 | 1.5686 | 1.1788 | 1.2115 | 1.2248 | 1.1958 |
Total Trades | 412 | 206 | 206 | 412 | 206 | 206 |
Winning Trades | 227 | 116 | 111 | 227 | 116 | 111 |
Losing Trades | 185 | 90 | 95 | 185 | 90 | 95 |
Profitability (%) | 55.0971 | 56.3107 | 53.8835 | 55.0971 | 56.3107 | 53.8835 |
Ratio Avg Win / Avg Loss | 1.122 | 1.217 | 1.0089 | 0.9874 | 0.9502 | 1.0235 |
Largest Winning Trade | 89615 | 89615 | 35983 | 200541 | 200541 | 91519 |
Largest Losing Trade | -43483 | -43483 | -37222 | -142090 | -129463 | -142090 |
Avg Bars in Trades | 60 | 66 | 53 | 60 | 66 | 53 |
Avg Bars in Winners | 59 | 60 | 57 | 59 | 60 | 57 |
Avg Bars in Losers | 61 | 74 | 48 | 61 | 74 | 48 |
Bars Traded | 24744 | 13741 | 11003 | 24744 | 13741 | 11003 |
Profit Streak | 5.381 | 0 | 8.2144 | 5.381 | 0 | 8.2144 |
Trades During Streak | 1 | 0 | 1 | 1 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 448671 | 380011 | -139934 | -54523 | -87032 | -105111 |
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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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