Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 129830.1802 | 72482.3889 | 57347.7913 | 90460.4499 | 58595.687 | 31864.7628 |
Total P&L (%) | 129.8302 | 72.4824 | 57.3478 | 90.4605 | 58.5957 | 31.8648 |
Avg Daily Profit (%) | 0.225 | 0.1256 | 0.0994 | 0.1117 | 0.0799 | 0.0479 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -93237 | -73289 | -64172 | -212321 | -169843 | -140281 |
Profit Factor | 1.2502 | 1.2368 | 1.2695 | 1.0847 | 1.0932 | 1.0725 |
Total Trades | 429 | 215 | 214 | 429 | 215 | 214 |
Winning Trades | 184 | 95 | 89 | 184 | 95 | 89 |
Losing Trades | 245 | 120 | 125 | 245 | 120 | 125 |
Profitability (%) | 42.8904 | 44.186 | 41.5888 | 42.8904 | 44.186 | 41.5888 |
Ratio Avg Win / Avg Loss | 1.6647 | 1.5623 | 1.783 | 1.4443 | 1.3809 | 1.5064 |
Largest Winning Trade | 49215 | 43614 | 49215 | 70630 | 70630 | 61692 |
Largest Losing Trade | -28773 | -28773 | -13093 | -92845 | -92845 | -33180 |
Avg Bars in Trades | 31 | 31 | 31 | 31 | 31 | 31 |
Avg Bars in Winners | 40 | 38 | 41 | 40 | 38 | 41 |
Avg Bars in Losers | 25 | 26 | 24 | 25 | 26 | 24 |
Bars Traded | 13563 | 6835 | 6728 | 13563 | 6835 | 6728 |
Profit Streak | 486.4867 | 486.4867 | 491.7784 | 486.4867 | 486.4867 | 491.7784 |
Trades During Streak | 4 | 2 | 3 | 4 | 2 | 3 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 330001 | -25649 | -61900 | -170773 | -206092 | -273203 |
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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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