Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 726538.4464 | 600928.4838 | 125609.9626 | 138278.0352 | -22235.3731 | 160513.4084 |
Total P&L (%) | 726.5384 | 600.9285 | 125.61 | 138.278 | -22.2354 | 160.5134 |
Avg Daily Profit (%) | 0.4901 | 0.4053 | 0.0847 | 0.0586 | -0.017 | 0.0646 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -175717 | -180498 | -140674 | -493818 | -501829 | -296156 |
Profit Factor | 1.6698 | 1.985 | 1.2647 | 1.0568 | 0.9838 | 1.1516 |
Total Trades | 262 | 131 | 131 | 262 | 131 | 131 |
Winning Trades | 82 | 33 | 49 | 82 | 33 | 49 |
Losing Trades | 180 | 98 | 82 | 180 | 98 | 82 |
Profitability (%) | 31.2977 | 25.1908 | 37.4046 | 31.2977 | 25.1908 | 37.4046 |
Ratio Avg Win / Avg Loss | 3.6655 | 5.8949 | 2.1164 | 2.3198 | 2.9217 | 1.9272 |
Largest Winning Trade | 586171 | 586171 | 32445 | 317167 | 317167 | 88894 |
Largest Losing Trade | -31352 | -28072 | -31352 | -93904 | -85852 | -93904 |
Avg Bars in Trades | 11 | 11 | 10 | 11 | 11 | 10 |
Avg Bars in Winners | 20 | 22 | 19 | 20 | 22 | 19 |
Avg Bars in Losers | 6 | 7 | 5 | 6 | 7 | 5 |
Bars Traded | 2883 | 1508 | 1375 | 2883 | 1508 | 1375 |
Profit Streak | 14.8283 | 0 | 16.8283 | 14.8283 | 0 | 16.8283 |
Trades During Streak | 1 | 0 | 1 | 1 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 311163 | -15338 | -83111 | -276659 | -606902 | -163578 |
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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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