Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 232356.8629 | 91890.9194 | 140465.9435 | 117519.4706 | 53488.5915 | 64030.8792 |
Total P&L (%) | 232.3569 | 91.8909 | 140.4659 | 117.5195 | 53.4886 | 64.0309 |
Avg Daily Profit (%) | 0.2083 | 0.0824 | 0.1259 | 0.0697 | 0.0384 | 0.0444 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -133197 | -85549 | -105011 | -475060 | -198229 | -340038 |
Profit Factor | 1.2374 | 1.1933 | 1.2791 | 1.0508 | 1.0496 | 1.0518 |
Total Trades | 488 | 244 | 244 | 488 | 244 | 244 |
Winning Trades | 312 | 152 | 160 | 312 | 152 | 160 |
Losing Trades | 176 | 92 | 84 | 176 | 92 | 84 |
Profitability (%) | 63.9344 | 62.2951 | 65.5738 | 63.9344 | 62.2951 | 65.5738 |
Ratio Avg Win / Avg Loss | 0.698 | 0.7223 | 0.6715 | 0.5927 | 0.6353 | 0.5522 |
Largest Winning Trade | 57164 | 57164 | 20967 | 90007 | 85701 | 90007 |
Largest Losing Trade | -64239 | -25099 | -64239 | -169780 | -80158 | -169780 |
Avg Bars in Trades | 6 | 6 | 7 | 6 | 6 | 7 |
Avg Bars in Winners | 4 | 3 | 5 | 4 | 3 | 5 |
Avg Bars in Losers | 10 | 10 | 11 | 10 | 10 | 11 |
Bars Traded | 3308 | 1559 | 1749 | 3308 | 1559 | 1749 |
Profit Streak | 2.3871 | 2.7204 | 0 | 2.3871 | 2.7204 | 0 |
Trades During Streak | 1 | 1 | 0 | 1 | 1 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 311081 | -91332 | -23577 | -263303 | -309135 | -296224 |
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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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