Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 718025.3531 | 659010.2265 | 59015.1267 | 99091.1287 | 109047.8339 | -9956.7053 |
Total P&L (%) | 718.0254 | 659.0102 | 59.0151 | 99.0911 | 109.0478 | -9.9567 |
Avg Daily Profit (%) | 0.3112 | 0.2856 | 0.0256 | 0.0299 | 0.032 | -0.0045 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -161772 | -122549 | -292956 | -1092470 | -811119 | -476591 |
Profit Factor | 1.4154 | 1.8762 | 1.0604 | 1.0244 | 1.055 | 0.9952 |
Total Trades | 431 | 216 | 215 | 431 | 216 | 215 |
Winning Trades | 200 | 90 | 110 | 200 | 90 | 110 |
Losing Trades | 231 | 126 | 105 | 231 | 126 | 105 |
Profitability (%) | 46.4037 | 41.6667 | 51.1628 | 46.4037 | 41.6667 | 51.1628 |
Ratio Avg Win / Avg Loss | 1.6347 | 2.6267 | 1.0122 | 1.1832 | 1.477 | 0.95 |
Largest Winning Trade | 344761 | 344761 | 59815 | 644145 | 644145 | 153476 |
Largest Losing Trade | -42997 | -29389 | -42997 | -179497 | -176365 | -179497 |
Avg Bars in Trades | 31 | 25 | 38 | 31 | 25 | 38 |
Avg Bars in Winners | 42 | 35 | 48 | 42 | 35 | 48 |
Avg Bars in Losers | 22 | 18 | 26 | 22 | 18 | 26 |
Bars Traded | 13705 | 5529 | 8176 | 13705 | 5529 | 8176 |
Profit Streak | 7.4422 | 10.2756 | 0 | 7.4422 | 10.2756 | 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 | 447187 | 381598 | -312767 | -345179 | -311937 | -580057 |
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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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