Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 468913.7168 | 341441.3766 | 127472.3402 | 736710.625 | 348151.7429 | 388558.8821 |
Total P&L (%) | 468.9137 | 341.4414 | 127.4723 | 736.7106 | 348.1517 | 388.5589 |
Avg Daily Profit (%) | 0.3799 | 0.2766 | 0.1033 | 0.1723 | 0.1216 | 0.1286 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -96810 | -76232 | -102101 | -407256 | -427357 | -305871 |
Profit Factor | 1.5143 | 1.7238 | 1.2896 | 1.267 | 1.2264 | 1.3179 |
Total Trades | 285 | 142 | 143 | 285 | 142 | 143 |
Winning Trades | 173 | 84 | 89 | 173 | 84 | 89 |
Losing Trades | 112 | 58 | 54 | 112 | 58 | 54 |
Profitability (%) | 60.7018 | 59.1549 | 62.2378 | 60.7018 | 59.1549 | 62.2378 |
Ratio Avg Win / Avg Loss | 0.9803 | 1.1903 | 0.7825 | 0.8202 | 0.8468 | 0.7996 |
Largest Winning Trade | 54748 | 54748 | 27061 | 116869 | 90294 | 116869 |
Largest Losing Trade | -66700 | -50814 | -66700 | -314129 | -314129 | -255587 |
Avg Bars in Trades | 50 | 59 | 42 | 50 | 59 | 42 |
Avg Bars in Winners | 36 | 41 | 32 | 36 | 41 | 32 |
Avg Bars in Losers | 72 | 86 | 58 | 72 | 86 | 58 |
Bars Traded | 14519 | 8472 | 6047 | 14519 | 8472 | 6047 |
Profit Streak | 15.2836 | 16.2003 | 15.2836 | 15.2836 | 16.2003 | 15.2836 |
Trades During Streak | 4 | 2 | 2 | 4 | 2 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 479095 | 450374 | -54264 | 375796 | -30624 | -20323 |
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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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