Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 500586.7665 | 271582.4653 | 229004.3013 | 226907.6241 | 144851.6349 | 82055.9892 |
Total P&L (%) | 500.5868 | 271.5825 | 229.0043 | 226.9076 | 144.8516 | 82.056 |
Avg Daily Profit (%) | 0.3025 | 0.1641 | 0.1384 | 0.0716 | 0.0541 | 0.0362 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -194499 | -159195 | -116908 | -630096 | -298705 | -416471 |
Profit Factor | 1.3697 | 1.3876 | 1.3505 | 1.083 | 1.1015 | 1.0628 |
Total Trades | 256 | 128 | 128 | 256 | 128 | 128 |
Winning Trades | 117 | 53 | 64 | 117 | 53 | 64 |
Losing Trades | 139 | 75 | 64 | 139 | 75 | 64 |
Profitability (%) | 45.7031 | 41.4063 | 50 | 45.7031 | 41.4063 | 50 |
Ratio Avg Win / Avg Loss | 1.6272 | 1.9635 | 1.3505 | 1.2867 | 1.5588 | 1.0628 |
Largest Winning Trade | 141316 | 141316 | 55839 | 239933 | 239933 | 117275 |
Largest Losing Trade | -39935 | -34206 | -39935 | -146562 | -146562 | -139788 |
Avg Bars in Trades | 12 | 9 | 15 | 12 | 9 | 15 |
Avg Bars in Winners | 15 | 13 | 18 | 15 | 13 | 18 |
Avg Bars in Losers | 10 | 7 | 13 | 10 | 7 | 13 |
Bars Traded | 3281 | 1269 | 2012 | 3281 | 1269 | 2012 |
Profit Streak | 20.0603 | 32.5603 | 20.0603 | 20.0603 | 32.5603 | 20.0603 |
Trades During Streak | 2 | 1 | 1 | 2 | 1 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 415607 | 227027 | -7300 | -225529 | -231126 | -295326 |
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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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