Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 621392.3722 | 419724.3987 | 201667.9735 | 1638776.0351 | 364853.1647 | 1273922.8703 |
Total P&L (%) | 621.3924 | 419.7244 | 201.668 | 1638.776 | 364.8532 | 1273.9229 |
Avg Daily Profit (%) | 0.3549 | 0.2397 | 0.1152 | 0.1632 | 0.0878 | 0.1498 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -74098 | -141458 | -56606 | -1916448 | -1362479 | -1178682 |
Profit Factor | 1.5987 | 1.7862 | 1.4001 | 1.2024 | 1.0865 | 1.3286 |
Total Trades | 310 | 155 | 155 | 310 | 155 | 155 |
Winning Trades | 103 | 47 | 56 | 103 | 47 | 56 |
Losing Trades | 207 | 108 | 99 | 207 | 108 | 99 |
Profitability (%) | 33.2258 | 30.3226 | 36.129 | 33.2258 | 30.3226 | 36.129 |
Ratio Avg Win / Avg Loss | 3.2129 | 4.1045 | 2.4751 | 2.4166 | 2.4966 | 2.3487 |
Largest Winning Trade | 272222 | 272222 | 49596 | 783635 | 783635 | 657639 |
Largest Losing Trade | -17099 | -13876 | -17099 | -282190 | -267491 | -282190 |
Avg Bars in Trades | 11 | 10 | 12 | 11 | 10 | 12 |
Avg Bars in Winners | 23 | 20 | 24 | 23 | 20 | 24 |
Avg Bars in Losers | 5 | 5 | 5 | 5 | 5 | 5 |
Bars Traded | 3458 | 1551 | 1907 | 3458 | 1551 | 1907 |
Profit Streak | 14.4867 | 0 | 15.4867 | 14.4867 | 0 | 15.4867 |
Trades During Streak | 1 | 0 | 1 | 1 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 300555 | 152288 | -41713 | 154413 | -207132 | 157515 |
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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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