Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 588937.2259 | 399788.4448 | 189148.7811 | 524921.1522 | 240727.2146 | 284193.9376 |
Total P&L (%) | 588.9372 | 399.7884 | 189.1488 | 524.9212 | 240.7272 | 284.1939 |
Avg Daily Profit (%) | 0.2572 | 0.1746 | 0.0826 | 0.0801 | 0.0535 | 0.0588 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -138463 | -173956 | -142594 | -358914 | -384198 | -190636 |
Profit Factor | 1.3361 | 1.4599 | 1.2143 | 1.1732 | 1.1501 | 1.1991 |
Total Trades | 410 | 205 | 205 | 410 | 205 | 205 |
Winning Trades | 222 | 105 | 117 | 222 | 105 | 117 |
Losing Trades | 188 | 100 | 88 | 188 | 100 | 88 |
Profitability (%) | 54.1463 | 51.2195 | 57.0732 | 54.1463 | 51.2195 | 57.0732 |
Ratio Avg Win / Avg Loss | 1.1315 | 1.3904 | 0.9133 | 0.9935 | 1.0953 | 0.9019 |
Largest Winning Trade | 74710 | 74710 | 43017 | 337190 | 337190 | 108726 |
Largest Losing Trade | -47004 | -38427 | -47004 | -117381 | -106374 | -117381 |
Avg Bars in Trades | 16 | 16 | 16 | 16 | 16 | 16 |
Avg Bars in Winners | 16 | 16 | 16 | 16 | 16 | 16 |
Avg Bars in Losers | 16 | 16 | 16 | 16 | 16 | 16 |
Bars Traded | 6832 | 3416 | 3417 | 6832 | 3416 | 3417 |
Profit Streak | 9.4038 | 0 | 14.7372 | 9.4038 | 0 | 14.7372 |
Trades During Streak | 1 | 0 | 1 | 1 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 448404 | 339057 | -82481 | -113715 | -175880 | -115246 |
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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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