Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 432440.2759 | 264811.9741 | 167628.3018 | 870709.354 | 685050.2671 | 185659.0869 |
Total P&L (%) | 432.4403 | 264.812 | 167.6283 | 870.7094 | 685.0503 | 185.6591 |
Avg Daily Profit (%) | 0.3168 | 0.194 | 0.1228 | 0.1666 | 0.1511 | 0.0769 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -78217 | -64222 | -49969 | -576451 | -308634 | -470527 |
Profit Factor | 1.3677 | 1.5527 | 1.2405 | 1.1999 | 1.3773 | 1.0731 |
Total Trades | 426 | 213 | 213 | 426 | 213 | 213 |
Winning Trades | 201 | 98 | 103 | 201 | 98 | 103 |
Losing Trades | 225 | 115 | 110 | 225 | 115 | 110 |
Profitability (%) | 47.1831 | 46.0094 | 48.3568 | 47.1831 | 46.0094 | 48.3568 |
Ratio Avg Win / Avg Loss | 1.531 | 1.8221 | 1.3249 | 1.3432 | 1.6162 | 1.146 |
Largest Winning Trade | 53419 | 53419 | 45864 | 320381 | 143287 | 320381 |
Largest Losing Trade | -43818 | -25740 | -43818 | -177153 | -143434 | -177153 |
Avg Bars in Trades | 9 | 7 | 11 | 9 | 7 | 11 |
Avg Bars in Winners | 13 | 11 | 15 | 13 | 11 | 15 |
Avg Bars in Losers | 5 | 4 | 6 | 5 | 4 | 6 |
Bars Traded | 4041 | 1661 | 2380 | 4041 | 1661 | 2380 |
Profit Streak | 0 | 6.504 | 0 | 0 | 6.504 | 0 |
Trades During Streak | 0 | 1 | 0 | 0 | 1 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 418939 | 370245 | -29147 | 308301 | 333442 | -230144 |
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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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