Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 555583.9404 | 449772.3993 | 105811.5411 | 826916.523 | 314584.2484 | 512332.2746 |
Total P&L (%) | 555.5839 | 449.7724 | 105.8115 | 826.9165 | 314.5842 | 512.3323 |
Avg Daily Profit (%) | 0.2995 | 0.2425 | 0.057 | 0.1201 | 0.0767 | 0.0977 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -85892 | -83244 | -100911 | -1862989 | -1806326 | -1059349 |
Profit Factor | 1.48 | 1.7958 | 1.1786 | 1.06 | 1.0453 | 1.0748 |
Total Trades | 344 | 172 | 172 | 344 | 172 | 172 |
Winning Trades | 129 | 58 | 71 | 129 | 58 | 71 |
Losing Trades | 215 | 114 | 101 | 215 | 114 | 101 |
Profitability (%) | 37.5 | 33.7209 | 41.2791 | 37.5 | 33.7209 | 41.2791 |
Ratio Avg Win / Avg Loss | 2.4666 | 3.5297 | 1.6766 | 1.7666 | 2.0546 | 1.5289 |
Largest Winning Trade | 200619 | 200619 | 35120 | 1156889 | 1156889 | 378084 |
Largest Losing Trade | -34929 | -24676 | -34929 | -421199 | -239211 | -421199 |
Avg Bars in Trades | 64 | 59 | 68 | 64 | 59 | 68 |
Avg Bars in Winners | 110 | 104 | 116 | 110 | 104 | 116 |
Avg Bars in Losers | 36 | 36 | 35 | 36 | 36 | 35 |
Bars Traded | 22106 | 10249 | 11857 | 22106 | 10249 | 11857 |
Profit Streak | 10.1058 | 0 | 11.1891 | 10.1058 | 0 | 11.1891 |
Trades During Streak | 1 | 0 | 1 | 1 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 316129 | 194574 | -142102 | -188101 | -266096 | -201616 |
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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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