Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 310663.3299 | 168009.9262 | 142653.4037 | 361782.9369 | -141284.4906 | 503067.4275 |
Total P&L (%) | 310.6633 | 168.0099 | 142.6534 | 361.7829 | -141.2845 | 503.0674 |
Avg Daily Profit (%) | 0.2983 | 0.1613 | 0.137 | 0.147 | 0 | 0.1727 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -107943 | -63731 | -61820 | -1172470 | -833112 | -420187 |
Profit Factor | 1.3784 | 1.4119 | 1.3454 | 1.1019 | 0.93 | 1.3285 |
Total Trades | 450 | 225 | 225 | 450 | 225 | 225 |
Winning Trades | 336 | 167 | 169 | 336 | 167 | 169 |
Losing Trades | 114 | 58 | 56 | 114 | 58 | 56 |
Profitability (%) | 74.6667 | 74.2222 | 75.1111 | 74.6667 | 74.2222 | 75.1111 |
Ratio Avg Win / Avg Loss | 0.4677 | 0.4903 | 0.4458 | 0.3739 | 0.323 | 0.4402 |
Largest Winning Trade | 33146 | 33146 | 23657 | 194400 | 79249 | 194400 |
Largest Losing Trade | -56051 | -45984 | -56051 | -717212 | -717212 | -420187 |
Avg Bars in Trades | 54 | 55 | 53 | 54 | 55 | 53 |
Avg Bars in Winners | 27 | 28 | 27 | 27 | 28 | 27 |
Avg Bars in Losers | 132 | 134 | 131 | 132 | 134 | 131 |
Bars Traded | 24510 | 12501 | 12009 | 24510 | 12501 | 12009 |
Profit Streak | 10.0345 | 20.0345 | 10.0345 | 10.0345 | 20.0345 | 10.0345 |
Trades During Streak | 2 | 2 | 1 | 2 | 2 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 504349 | 403828 | -6967 | -100290 | -575951 | 393674 |
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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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