Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 664412.2822 | 483959.5056 | 180452.7765 | 546646.6065 | 129632.7686 | 417013.8379 |
Total P&L (%) | 664.4123 | 483.9595 | 180.4528 | 546.6466 | 129.6328 | 417.0138 |
Avg Daily Profit (%) | 0.4486 | 0.3268 | 0.1219 | 0.1261 | 0.0562 | 0.111 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -75945 | -150278 | -100860 | -659035 | -558916 | -459481 |
Profit Factor | 1.4694 | 1.6717 | 1.2597 | 1.1044 | 1.047 | 1.1682 |
Total Trades | 364 | 182 | 182 | 364 | 182 | 182 |
Winning Trades | 151 | 71 | 80 | 151 | 71 | 80 |
Losing Trades | 213 | 111 | 102 | 213 | 111 | 102 |
Profitability (%) | 41.4835 | 39.011 | 43.956 | 41.4835 | 39.011 | 43.956 |
Ratio Avg Win / Avg Loss | 2.0728 | 2.6136 | 1.6061 | 1.5578 | 1.6369 | 1.4894 |
Largest Winning Trade | 327168 | 327168 | 45331 | 291963 | 291963 | 183702 |
Largest Losing Trade | -60709 | -18674 | -60709 | -188681 | -160544 | -188681 |
Avg Bars in Trades | 48 | 46 | 49 | 48 | 46 | 49 |
Avg Bars in Winners | 68 | 63 | 72 | 68 | 63 | 72 |
Avg Bars in Losers | 33 | 35 | 31 | 33 | 35 | 31 |
Bars Traded | 17503 | 8428 | 9075 | 17503 | 8428 | 9075 |
Profit Streak | 11.0688 | 0 | 20.4854 | 11.0688 | 0 | 20.4854 |
Trades During Streak | 1 | 0 | 2 | 1 | 0 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 418479 | 287841 | -30281 | -129614 | -289533 | -81248 |
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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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