Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 433887.5707 | 262015.9519 | 171871.6188 | 648247.7723 | 549574.2543 | 98673.518 |
Total P&L (%) | 433.8876 | 262.016 | 171.8716 | 648.2478 | 549.5743 | 98.6735 |
Avg Daily Profit (%) | 0.2582 | 0.1559 | 0.1023 | 0.1198 | 0.1114 | 0.0409 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -207115 | -185793 | -102545 | -340692 | -128050 | -250209 |
Profit Factor | 1.326 | 1.3672 | 1.2785 | 1.4752 | 1.8378 | 1.1394 |
Total Trades | 443 | 222 | 221 | 443 | 222 | 221 |
Winning Trades | 179 | 88 | 91 | 179 | 88 | 91 |
Losing Trades | 264 | 134 | 130 | 264 | 134 | 130 |
Profitability (%) | 40.4063 | 39.6396 | 41.1765 | 40.4063 | 39.6396 | 41.1765 |
Ratio Avg Win / Avg Loss | 1.9557 | 2.0818 | 1.8264 | 2.1758 | 2.7984 | 1.6277 |
Largest Winning Trade | 69893 | 69893 | 46773 | 232169 | 232169 | 107596 |
Largest Losing Trade | -22722 | -21509 | -22722 | -112207 | -67054 | -112207 |
Avg Bars in Trades | 11 | 11 | 10 | 11 | 11 | 10 |
Avg Bars in Winners | 16 | 18 | 15 | 16 | 18 | 15 |
Avg Bars in Losers | 7 | 7 | 7 | 7 | 7 | 7 |
Bars Traded | 5009 | 2660 | 2349 | 5009 | 2660 | 2349 |
Profit Streak | 21.3302 | 21.9968 | 21.3302 | 21.3302 | 21.9968 | 21.3302 |
Trades During Streak | 3 | 2 | 1 | 3 | 2 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 352884 | 243022 | -57365 | -30002 | -42444 | -206439 |
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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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