Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 232913.5709 | 168375.0496 | 64538.5214 | 98942.8063 | 149135.4686 | -50192.6623 |
Total P&L (%) | 232.9136 | 168.3751 | 64.5385 | 98.9428 | 149.1355 | -50.1927 |
Avg Daily Profit (%) | 0.2156 | 0.1559 | 0.0597 | 0.0637 | 0.0845 | -0.0645 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -126615 | -74010 | -88442 | -466438 | -310866 | -225584 |
Profit Factor | 1.2359 | 1.3386 | 1.1317 | 1.0348 | 1.1072 | 0.9654 |
Total Trades | 435 | 217 | 218 | 435 | 217 | 218 |
Winning Trades | 209 | 97 | 112 | 209 | 97 | 112 |
Losing Trades | 226 | 120 | 106 | 226 | 120 | 106 |
Profitability (%) | 48.046 | 44.7005 | 51.3761 | 48.046 | 44.7005 | 51.3761 |
Ratio Avg Win / Avg Loss | 1.3364 | 1.656 | 1.0711 | 1.119 | 1.3697 | 0.9137 |
Largest Winning Trade | 131526 | 131526 | 32135 | 162912 | 162912 | 123095 |
Largest Losing Trade | -41695 | -15745 | -41695 | -124046 | -70393 | -124046 |
Avg Bars in Trades | 29 | 29 | 28 | 29 | 29 | 28 |
Avg Bars in Winners | 34 | 34 | 35 | 34 | 34 | 35 |
Avg Bars in Losers | 23 | 25 | 22 | 23 | 25 | 22 |
Bars Traded | 12708 | 6410 | 6298 | 12708 | 6410 | 6298 |
Profit Streak | 11.0697 | 0 | 12.4864 | 11.0697 | 0 | 12.4864 |
Trades During Streak | 1 | 0 | 1 | 1 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 355611 | 268983 | -187507 | -287695 | -183923 | -579120 |
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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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