Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 839953.863 | 813933.2637 | 26020.5992 | 143941.4042 | -840.3026 | 144781.7068 |
Total P&L (%) | 839.9539 | 813.9333 | 26.0206 | 143.9414 | -0.8403 | 144.7817 |
Avg Daily Profit (%) | 0.3619 | 0.3507 | 0.0112 | 0.0384 | -0.0004 | 0.0386 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -191743 | -111195 | -280693 | -518396 | -477587 | -141168 |
Profit Factor | 1.6137 | 2.1673 | 1.0388 | 1.0774 | 0.9993 | 1.2008 |
Total Trades | 209 | 104 | 105 | 209 | 104 | 105 |
Winning Trades | 82 | 37 | 45 | 82 | 37 | 45 |
Losing Trades | 127 | 67 | 60 | 127 | 67 | 60 |
Profitability (%) | 39.2345 | 35.5769 | 42.8571 | 39.2345 | 35.5769 | 42.8571 |
Ratio Avg Win / Avg Loss | 2.4993 | 3.9246 | 1.385 | 1.6687 | 1.8095 | 1.6011 |
Largest Winning Trade | 386426 | 386426 | 69181 | 421525 | 421525 | 86189 |
Largest Losing Trade | -48771 | -35042 | -48771 | -121284 | -121284 | -96671 |
Avg Bars in Trades | 21 | 23 | 19 | 21 | 23 | 19 |
Avg Bars in Winners | 35 | 40 | 31 | 35 | 40 | 31 |
Avg Bars in Losers | 12 | 14 | 9 | 12 | 14 | 9 |
Bars Traded | 4478 | 2474 | 2004 | 4478 | 2474 | 2004 |
Profit Streak | 17.1843 | 0 | 20.1843 | 17.1843 | 0 | 20.1843 |
Trades During Streak | 1 | 0 | 1 | 1 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 368318 | 282252 | -361435 | -278046 | -583608 | -143001 |
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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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