Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 456598.1924 | 327941.3851 | 128656.8073 | 257393.9072 | 169318.2662 | 88075.641 |
Total P&L (%) | 456.5982 | 327.9414 | 128.6568 | 257.3939 | 169.3183 | 88.0756 |
Avg Daily Profit (%) | 0.211 | 0.1516 | 0.0595 | 0.0589 | 0.0458 | 0.0292 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -109078 | -90971 | -175730 | -450189 | -260928 | -318522 |
Profit Factor | 1.2922 | 1.4225 | 1.1636 | 1.0939 | 1.1173 | 1.0679 |
Total Trades | 446 | 223 | 223 | 446 | 223 | 223 |
Winning Trades | 228 | 108 | 120 | 228 | 108 | 120 |
Losing Trades | 218 | 115 | 103 | 218 | 115 | 103 |
Profitability (%) | 51.1211 | 48.4305 | 53.8117 | 51.1211 | 48.4305 | 53.8117 |
Ratio Avg Win / Avg Loss | 1.2355 | 1.5146 | 0.9987 | 1.0459 | 1.1897 | 0.9166 |
Largest Winning Trade | 59206 | 59206 | 40573 | 161877 | 161877 | 58535 |
Largest Losing Trade | -55718 | -44274 | -55718 | -172899 | -122966 | -172899 |
Avg Bars in Trades | 14 | 19 | 8 | 14 | 19 | 8 |
Avg Bars in Winners | 15 | 22 | 9 | 15 | 22 | 9 |
Avg Bars in Losers | 13 | 17 | 8 | 13 | 17 | 8 |
Bars Traded | 6406 | 4419 | 1987 | 6406 | 4419 | 1987 |
Profit Streak | 15.1325 | 0 | 29.4658 | 15.1325 | 0 | 29.4658 |
Trades During Streak | 1 | 0 | 3 | 1 | 0 | 3 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 399262 | 339457 | -152929 | -228180 | -222990 | -298519 |
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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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