Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 470323.2382 | 307588.4331 | 162734.805 | 358450.4183 | 217325.0203 | 141125.398 |
Total P&L (%) | 470.3232 | 307.5884 | 162.7348 | 358.4504 | 217.325 | 141.1254 |
Avg Daily Profit (%) | 0.2675 | 0.1749 | 0.0926 | 0.0866 | 0.0657 | 0.0501 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -112554 | -102877 | -90851 | -306728 | -314069 | -230015 |
Profit Factor | 1.3743 | 1.4745 | 1.2675 | 1.1046 | 1.1249 | 1.0837 |
Total Trades | 311 | 155 | 156 | 311 | 155 | 156 |
Winning Trades | 148 | 72 | 76 | 148 | 72 | 76 |
Losing Trades | 163 | 83 | 80 | 163 | 83 | 80 |
Profitability (%) | 47.5884 | 46.4516 | 48.7179 | 47.5884 | 46.4516 | 48.7179 |
Ratio Avg Win / Avg Loss | 1.5136 | 1.6997 | 1.3342 | 1.2166 | 1.2967 | 1.1408 |
Largest Winning Trade | 92973 | 92973 | 49067 | 228646 | 228646 | 113679 |
Largest Losing Trade | -43413 | -35129 | -43413 | -196259 | -113210 | -196259 |
Avg Bars in Trades | 67 | 55 | 78 | 67 | 55 | 78 |
Avg Bars in Winners | 80 | 60 | 100 | 80 | 60 | 100 |
Avg Bars in Losers | 55 | 51 | 58 | 55 | 51 | 58 |
Bars Traded | 20949 | 8677 | 12272 | 20949 | 8677 | 12272 |
Profit Streak | 2.3517 | 0 | 7.8517 | 2.3517 | 0 | 7.8517 |
Trades During Streak | 1 | 0 | 1 | 1 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 316164 | 307608 | -69080 | -183800 | -189517 | -254041 |
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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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