Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 540550.7309 | 415223.0739 | 125327.657 | 630008.4088 | 296641.4967 | 333366.9121 |
Total P&L (%) | 540.5507 | 415.2231 | 125.3277 | 630.0084 | 296.6415 | 333.3669 |
Avg Daily Profit (%) | 0.2161 | 0.166 | 0.0501 | 0.0795 | 0.0551 | 0.0587 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -134857 | -76187 | -148309 | -187235 | -163392 | -126434 |
Profit Factor | 1.3691 | 1.5833 | 1.1665 | 1.3367 | 1.2848 | 1.4018 |
Total Trades | 432 | 216 | 216 | 432 | 216 | 216 |
Winning Trades | 228 | 116 | 112 | 228 | 116 | 112 |
Losing Trades | 204 | 100 | 104 | 204 | 100 | 104 |
Profitability (%) | 52.7778 | 53.7037 | 51.8519 | 52.7778 | 53.7037 | 51.8519 |
Ratio Avg Win / Avg Loss | 1.225 | 1.3649 | 1.0832 | 1.196 | 1.1076 | 1.3017 |
Largest Winning Trade | 167962 | 167962 | 39756 | 137563 | 137563 | 134743 |
Largest Losing Trade | -32967 | -30177 | -32967 | -89220 | -89220 | -70139 |
Avg Bars in Trades | 11 | 10 | 11 | 11 | 10 | 11 |
Avg Bars in Winners | 13 | 11 | 14 | 13 | 11 | 14 |
Avg Bars in Losers | 9 | 9 | 8 | 9 | 9 | 8 |
Bars Traded | 4877 | 2340 | 2537 | 4877 | 2340 | 2537 |
Profit Streak | 0 | 0 | 16.2727 | 0 | 0 | 16.2727 |
Trades During Streak | 0 | 0 | 1 | 0 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 416790 | 377237 | -161700 | -83165 | -118005 | -112231 |
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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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