Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 528705.0827 | 225175.5023 | 303529.5803 | 1665895.4725 | 420270.1363 | 1245625.3362 |
Total P&L (%) | 528.7051 | 225.1755 | 303.5296 | 1665.8955 | 420.2701 | 1245.6253 |
Avg Daily Profit (%) | 0.3562 | 0.1517 | 0.2045 | 0.1936 | 0.1112 | 0.1753 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -142983 | -133911 | -69544 | -2548488 | -1872801 | -1144209 |
Profit Factor | 1.4437 | 1.3364 | 1.5812 | 1.1382 | 1.0684 | 1.2105 |
Total Trades | 368 | 184 | 184 | 368 | 184 | 184 |
Winning Trades | 198 | 86 | 112 | 198 | 86 | 112 |
Losing Trades | 170 | 98 | 72 | 170 | 98 | 72 |
Profitability (%) | 53.8043 | 46.7391 | 60.8696 | 53.8043 | 46.7391 | 60.8696 |
Ratio Avg Win / Avg Loss | 1.2395 | 1.5229 | 1.0165 | 0.9772 | 1.2175 | 0.7782 |
Largest Winning Trade | 76303 | 76303 | 44954 | 519775 | 351436 | 519775 |
Largest Losing Trade | -38579 | -28787 | -38579 | -545915 | -545915 | -500877 |
Avg Bars in Trades | 23 | 29 | 18 | 23 | 29 | 18 |
Avg Bars in Winners | 24 | 30 | 19 | 24 | 30 | 19 |
Avg Bars in Losers | 23 | 29 | 16 | 23 | 29 | 16 |
Bars Traded | 8792 | 5451 | 3341 | 8792 | 5451 | 3341 |
Profit Streak | 10.2019 | 0 | 11.0353 | 10.2019 | 0 | 11.0353 |
Trades During Streak | 1 | 0 | 1 | 1 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 492770 | 289558 | 439095 | -58874 | -190410 | 303569 |
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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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