Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 550209.1023 | 454865.4889 | 95343.6134 | 526130.7902 | 500152.7558 | 25978.0343 |
Total P&L (%) | 550.2091 | 454.8655 | 95.3436 | 526.1308 | 500.1528 | 25.978 |
Avg Daily Profit (%) | 0.3401 | 0.2811 | 0.0589 | 0.1134 | 0.1108 | 0.0143 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -137987 | -172188 | -117305 | -2865114 | -2579317 | -1638295 |
Profit Factor | 1.4961 | 1.8239 | 1.1712 | 1.0468 | 1.0882 | 1.0047 |
Total Trades | 269 | 135 | 134 | 269 | 135 | 134 |
Winning Trades | 120 | 51 | 69 | 120 | 51 | 69 |
Losing Trades | 149 | 84 | 65 | 149 | 84 | 65 |
Profitability (%) | 44.6097 | 37.7778 | 51.4925 | 44.6097 | 37.7778 | 51.4925 |
Ratio Avg Win / Avg Loss | 1.8576 | 3.0041 | 1.1033 | 1.2997 | 1.7923 | 0.9464 |
Largest Winning Trade | 215696 | 215696 | 53157 | 937198 | 828389 | 937198 |
Largest Losing Trade | -47228 | -32826 | -47228 | -1070794 | -590907 | -1070794 |
Avg Bars in Trades | 70 | 69 | 72 | 70 | 69 | 72 |
Avg Bars in Winners | 98 | 104 | 94 | 98 | 104 | 94 |
Avg Bars in Losers | 48 | 48 | 48 | 48 | 48 | 48 |
Bars Traded | 19055 | 9382 | 9673 | 19055 | 9382 | 9673 |
Profit Streak | 501.2959 | 508.0459 | 0 | 501.2959 | 508.0459 | 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 | 414831 | 266749 | -146497 | -210330 | -171384 | -394321 |
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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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