Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 301049.5639 | 186413.2239 | 114636.3401 | 147619.8957 | 100636.2959 | 46983.5998 |
Total P&L (%) | 301.0496 | 186.4132 | 114.6363 | 147.6199 | 100.6363 | 46.9836 |
Avg Daily Profit (%) | 0.1535 | 0.0951 | 0.0585 | 0.0462 | 0.0355 | 0.0196 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -209470 | -143371 | -105509 | -486872 | -361337 | -268915 |
Profit Factor | 1.2045 | 1.2811 | 1.1417 | 1.0483 | 1.0729 | 1.0281 |
Total Trades | 516 | 258 | 258 | 516 | 258 | 258 |
Winning Trades | 243 | 129 | 114 | 243 | 129 | 114 |
Losing Trades | 273 | 129 | 144 | 273 | 129 | 144 |
Profitability (%) | 47.093 | 50 | 44.186 | 47.093 | 50 | 44.186 |
Ratio Avg Win / Avg Loss | 1.3532 | 1.2811 | 1.4421 | 1.1778 | 1.0729 | 1.2986 |
Largest Winning Trade | 42261 | 42261 | 40656 | 117192 | 88678 | 117192 |
Largest Losing Trade | -30559 | -26887 | -30559 | -119768 | -119768 | -114480 |
Avg Bars in Trades | 45 | 46 | 43 | 45 | 46 | 43 |
Avg Bars in Winners | 55 | 54 | 55 | 55 | 54 | 55 |
Avg Bars in Losers | 36 | 38 | 34 | 36 | 38 | 34 |
Bars Traded | 23279 | 11991 | 11288 | 23279 | 11991 | 11288 |
Profit Streak | 153.2196 | 155.8029 | 153.2196 | 153.2196 | 155.8029 | 153.2196 |
Trades During Streak | 2 | 1 | 1 | 2 | 1 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 333122 | -64720 | -180459 | -295974 | -284410 | -358765 |
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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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