Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 546913.8506 | 373801.6821 | 173112.1684 | 528171.2825 | 384660.1659 | 143511.1166 |
Total P&L (%) | 546.9139 | 373.8017 | 173.1122 | 528.1713 | 384.6602 | 143.5111 |
Avg Daily Profit (%) | 0.3416 | 0.2335 | 0.1081 | 0.1148 | 0.0986 | 0.0556 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -162856 | -79123 | -170515 | -238264 | -163372 | -329424 |
Profit Factor | 1.3912 | 1.5381 | 1.2461 | 1.2316 | 1.3328 | 1.1276 |
Total Trades | 379 | 189 | 190 | 379 | 189 | 190 |
Winning Trades | 173 | 80 | 93 | 173 | 80 | 93 |
Losing Trades | 206 | 109 | 97 | 206 | 109 | 97 |
Profitability (%) | 45.6464 | 42.328 | 48.9474 | 45.6464 | 42.328 | 48.9474 |
Ratio Avg Win / Avg Loss | 1.6565 | 2.0957 | 1.2996 | 1.4665 | 1.816 | 1.1761 |
Largest Winning Trade | 105422 | 105422 | 52199 | 191232 | 191232 | 102052 |
Largest Losing Trade | -60741 | -25017 | -60741 | -93077 | -93077 | -90502 |
Avg Bars in Trades | 12 | 12 | 12 | 12 | 12 | 12 |
Avg Bars in Winners | 16 | 15 | 16 | 16 | 15 | 16 |
Avg Bars in Losers | 9 | 10 | 8 | 9 | 10 | 8 |
Bars Traded | 4791 | 2432 | 2359 | 4791 | 2432 | 2359 |
Profit Streak | 10.4062 | 0 | 19.4062 | 10.4062 | 0 | 19.4062 |
Trades During Streak | 1 | 0 | 2 | 1 | 0 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 439922 | 298285 | -47508 | -38374 | -62177 | -197512 |
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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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