Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 495837.3002 | 380388.8011 | 115448.4991 | 823651.3978 | 716582.8312 | 107068.5666 |
Total P&L (%) | 495.8373 | 380.3888 | 115.4485 | 823.6514 | 716.5828 | 107.0686 |
Avg Daily Profit (%) | 0.2633 | 0.202 | 0.0613 | 0.1181 | 0.1116 | 0.0387 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -117724 | -78262 | -100073 | -955880 | -834369 | -632980 |
Profit Factor | 1.4048 | 1.574 | 1.2053 | 1.0937 | 1.1494 | 1.0268 |
Total Trades | 355 | 178 | 177 | 355 | 178 | 177 |
Winning Trades | 152 | 66 | 86 | 152 | 66 | 86 |
Losing Trades | 203 | 112 | 91 | 203 | 112 | 91 |
Profitability (%) | 42.8169 | 37.0787 | 48.5876 | 42.8169 | 37.0787 | 48.5876 |
Ratio Avg Win / Avg Loss | 1.8761 | 2.671 | 1.2754 | 1.4607 | 1.9505 | 1.0865 |
Largest Winning Trade | 122334 | 122334 | 41457 | 440534 | 440534 | 195733 |
Largest Losing Trade | -28462 | -28356 | -28462 | -309048 | -309048 | -219813 |
Avg Bars in Trades | 21 | 21 | 20 | 21 | 21 | 20 |
Avg Bars in Winners | 29 | 32 | 26 | 29 | 32 | 26 |
Avg Bars in Losers | 15 | 14 | 15 | 15 | 14 | 15 |
Bars Traded | 7505 | 3817 | 3688 | 7505 | 3817 | 3688 |
Profit Streak | 9.8257 | 10.5757 | 0 | 9.8257 | 10.5757 | 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 | 360081 | 244345 | -111452 | -152331 | -102409 | -332195 |
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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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