Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 434973.3065 | 304749.5662 | 130223.7402 | 382359.3675 | 323752.2904 | 58607.0771 |
Total P&L (%) | 434.9733 | 304.7496 | 130.2237 | 382.3594 | 323.7523 | 58.6071 |
Avg Daily Profit (%) | 0.4241 | 0.2971 | 0.127 | 0.1535 | 0.1409 | 0.045 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -156794 | -84451 | -104974 | -574313 | -346620 | -300741 |
Profit Factor | 1.377 | 1.5236 | 1.2278 | 1.1557 | 1.2533 | 1.0498 |
Total Trades | 431 | 215 | 216 | 431 | 215 | 216 |
Winning Trades | 210 | 99 | 111 | 210 | 99 | 111 |
Losing Trades | 221 | 116 | 105 | 221 | 116 | 105 |
Profitability (%) | 48.7239 | 46.0465 | 51.3889 | 48.7239 | 46.0465 | 51.3889 |
Ratio Avg Win / Avg Loss | 1.4492 | 1.7852 | 1.1614 | 1.2162 | 1.4685 | 0.993 |
Largest Winning Trade | 214854 | 214854 | 50493 | 462102 | 462102 | 85091 |
Largest Losing Trade | -40363 | -26930 | -40363 | -189994 | -120302 | -189994 |
Avg Bars in Trades | 27 | 29 | 25 | 27 | 29 | 25 |
Avg Bars in Winners | 35 | 36 | 33 | 35 | 36 | 33 |
Avg Bars in Losers | 21 | 23 | 17 | 21 | 23 | 17 |
Bars Traded | 12019 | 6421 | 5598 | 12019 | 6421 | 5598 |
Profit Streak | 0 | 12.9572 | 0 | 0 | 12.9572 | 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 | 436516 | 393562 | -22829 | -40018 | -5228 | -300008 |
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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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