Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 364303.5312 | 253570.6293 | 110732.9019 | 488860.5329 | 227786.415 | 261074.1179 |
Total P&L (%) | 364.3035 | 253.5706 | 110.7329 | 488.8605 | 227.7864 | 261.0741 |
Avg Daily Profit (%) | 0.3497 | 0.2434 | 0.1063 | 0.1704 | 0.114 | 0.1233 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -82052 | -68852 | -86482 | -291240 | -291592 | -209303 |
Profit Factor | 1.3237 | 1.4536 | 1.1955 | 1.1571 | 1.1432 | 1.1717 |
Total Trades | 419 | 210 | 209 | 419 | 210 | 209 |
Winning Trades | 160 | 78 | 82 | 160 | 78 | 82 |
Losing Trades | 259 | 132 | 127 | 259 | 132 | 127 |
Profitability (%) | 38.1862 | 37.1429 | 39.2345 | 38.1862 | 37.1429 | 39.2345 |
Ratio Avg Win / Avg Loss | 2.1428 | 2.46 | 1.8516 | 1.8731 | 1.9346 | 1.8147 |
Largest Winning Trade | 106900 | 106900 | 26519 | 210935 | 210935 | 122791 |
Largest Losing Trade | -32887 | -14497 | -32887 | -93071 | -73725 | -93071 |
Avg Bars in Trades | 59 | 63 | 55 | 59 | 63 | 55 |
Avg Bars in Winners | 93 | 97 | 90 | 93 | 97 | 90 |
Avg Bars in Losers | 37 | 43 | 32 | 37 | 43 | 32 |
Bars Traded | 24821 | 13264 | 11557 | 24821 | 13264 | 11557 |
Profit Streak | 5.733 | 5.858 | 0 | 5.733 | 5.858 | 0 |
Trades During Streak | 1 | 1 | 0 | 1 | 1 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 307387 | 229312 | -59094 | -40928 | -106437 | -62571 |
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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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