Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 514478.6609 | 409715.746 | 104762.9149 | 468120.8751 | 201671.1659 | 266449.7093 |
Total P&L (%) | 514.4787 | 409.7157 | 104.7629 | 468.1209 | 201.6712 | 266.4497 |
Avg Daily Profit (%) | 0.2901 | 0.231 | 0.0591 | 0.098 | 0.0623 | 0.0732 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -126935 | -121999 | -89136 | -611302 | -575438 | -373309 |
Profit Factor | 1.3331 | 1.5178 | 1.139 | 1.0992 | 1.0779 | 1.1249 |
Total Trades | 428 | 214 | 214 | 428 | 214 | 214 |
Winning Trades | 198 | 99 | 99 | 198 | 99 | 99 |
Losing Trades | 230 | 115 | 115 | 230 | 115 | 115 |
Profitability (%) | 46.2617 | 46.2617 | 46.2617 | 46.2617 | 46.2617 | 46.2617 |
Ratio Avg Win / Avg Loss | 1.5485 | 1.7631 | 1.3231 | 1.2768 | 1.2521 | 1.3067 |
Largest Winning Trade | 101411 | 101411 | 34749 | 162132 | 162132 | 147105 |
Largest Losing Trade | -38889 | -35698 | -38889 | -179962 | -179962 | -116586 |
Avg Bars in Trades | 48 | 50 | 46 | 48 | 50 | 46 |
Avg Bars in Winners | 66 | 67 | 64 | 66 | 67 | 64 |
Avg Bars in Losers | 33 | 36 | 31 | 33 | 36 | 31 |
Bars Traded | 20864 | 10865 | 9999 | 20864 | 10865 | 9999 |
Profit Streak | 24.7913 | 26.6247 | 0 | 24.7913 | 26.6247 | 0 |
Trades During Streak | 1 | 2 | 0 | 1 | 2 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 415128 | 379405 | -182514 | -172287 | -244469 | -179144 |
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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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