Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 445368.7055 | 341068.6107 | 104300.0948 | 77568.7289 | 7527.7128 | 70041.0161 |
Total P&L (%) | 445.3687 | 341.0686 | 104.3001 | 77.5687 | 7.5277 | 70.041 |
Avg Daily Profit (%) | 0.2534 | 0.1941 | 0.0594 | 0.0327 | 0.0041 | 0.0302 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -131670 | -165044 | -91290 | -309121 | -296878 | -159895 |
Profit Factor | 1.3508 | 1.5072 | 1.1747 | 1.0392 | 1.0068 | 1.0803 |
Total Trades | 359 | 179 | 180 | 359 | 179 | 180 |
Winning Trades | 152 | 71 | 81 | 152 | 71 | 81 |
Losing Trades | 207 | 108 | 99 | 207 | 108 | 99 |
Profitability (%) | 42.3398 | 39.6648 | 45 | 42.3398 | 39.6648 | 45 |
Ratio Avg Win / Avg Loss | 1.8396 | 2.2927 | 1.4357 | 1.4152 | 1.5315 | 1.3203 |
Largest Winning Trade | 303802 | 303802 | 40897 | 242580 | 242580 | 109842 |
Largest Losing Trade | -30102 | -30102 | -24664 | -62903 | -62903 | -44199 |
Avg Bars in Trades | 19 | 20 | 17 | 19 | 20 | 17 |
Avg Bars in Winners | 28 | 29 | 27 | 28 | 29 | 27 |
Avg Bars in Losers | 12 | 14 | 9 | 12 | 14 | 9 |
Bars Traded | 6833 | 3664 | 3169 | 6833 | 3664 | 3169 |
Profit Streak | 20.2536 | 0 | 21.5036 | 20.2536 | 0 | 21.5036 |
Trades During Streak | 1 | 0 | 1 | 1 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 335298 | 240204 | -142757 | -326956 | -568383 | -285481 |
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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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