Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 457974.508 | 184423.2468 | 273551.2613 | 1036308.7537 | 529147.0293 | 507161.7243 |
Total P&L (%) | 457.9745 | 184.4232 | 273.5513 | 1036.3088 | 529.147 | 507.1617 |
Avg Daily Profit (%) | 0.3074 | 0.1238 | 0.1836 | 0.1632 | 0.1235 | 0.1211 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -161646 | -112341 | -139744 | -449030 | -188823 | -276092 |
Profit Factor | 1.4539 | 1.3631 | 1.5459 | 1.5794 | 1.6327 | 1.5326 |
Total Trades | 285 | 142 | 143 | 285 | 142 | 143 |
Winning Trades | 162 | 79 | 83 | 162 | 79 | 83 |
Losing Trades | 123 | 63 | 60 | 123 | 63 | 60 |
Profitability (%) | 56.8421 | 55.6338 | 58.042 | 56.8421 | 55.6338 | 58.042 |
Ratio Avg Win / Avg Loss | 1.1039 | 1.087 | 1.1175 | 1.1992 | 1.302 | 1.1079 |
Largest Winning Trade | 47135 | 47135 | 36312 | 301644 | 301644 | 170161 |
Largest Losing Trade | -41688 | -25926 | -41688 | -245543 | -161999 | -245543 |
Avg Bars in Trades | 31 | 23 | 38 | 31 | 23 | 38 |
Avg Bars in Winners | 27 | 20 | 34 | 27 | 20 | 34 |
Avg Bars in Losers | 35 | 27 | 43 | 35 | 27 | 43 |
Bars Traded | 8846 | 3396 | 5450 | 8846 | 3396 | 5450 |
Profit Streak | 47.3361 | 47.3361 | 52.6694 | 47.3361 | 47.3361 | 52.6694 |
Trades During Streak | 3 | 1 | 2 | 3 | 1 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 480909 | -25914 | 393155 | 479174 | -24336 | -27534 |
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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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