Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 398918.883 | 238426.3411 | 160492.5419 | 885770.5172 | 177852.539 | 707917.9782 |
Total P&L (%) | 398.9189 | 238.4263 | 160.4925 | 885.7705 | 177.8525 | 707.918 |
Avg Daily Profit (%) | 0.383 | 0.2289 | 0.1541 | 0.2199 | 0.0982 | 0.2008 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -85035 | -62086 | -64960 | -726962 | -618662 | -277777 |
Profit Factor | 1.6225 | 1.7872 | 1.4749 | 1.3407 | 1.1176 | 1.6511 |
Total Trades | 245 | 122 | 123 | 245 | 122 | 123 |
Winning Trades | 174 | 84 | 90 | 174 | 84 | 90 |
Losing Trades | 71 | 38 | 33 | 71 | 38 | 33 |
Profitability (%) | 71.0204 | 68.8525 | 73.1707 | 71.0204 | 68.8525 | 73.1707 |
Ratio Avg Win / Avg Loss | 0.6621 | 0.8085 | 0.5408 | 0.5471 | 0.5056 | 0.6054 |
Largest Winning Trade | 34008 | 34008 | 32165 | 171074 | 132890 | 171074 |
Largest Losing Trade | -59719 | -50282 | -59719 | -515558 | -515558 | -277777 |
Avg Bars in Trades | 99 | 100 | 99 | 99 | 100 | 99 |
Avg Bars in Winners | 69 | 68 | 71 | 69 | 68 | 71 |
Avg Bars in Losers | 173 | 171 | 175 | 173 | 171 | 175 |
Bars Traded | 24467 | 12276 | 12191 | 24467 | 12276 | 12191 |
Profit Streak | 26.2447 | 33.6197 | 26.2447 | 26.2447 | 33.6197 | 26.2447 |
Trades During Streak | 6 | 3 | 3 | 6 | 3 | 3 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 542342 | 437068 | 404378 | 448556 | -151151 | 464819 |
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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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