Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 335290.5345 | 191443.7403 | 143846.7942 | 206325.2926 | 157029.9864 | 49295.3062 |
Total P&L (%) | 335.2905 | 191.4437 | 143.8468 | 206.3253 | 157.03 | 49.2953 |
Avg Daily Profit (%) | 0.1774 | 0.1013 | 0.0761 | 0.0592 | 0.05 | 0.0212 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -136507 | -97376 | -74857 | -635199 | -410682 | -390130 |
Profit Factor | 1.2349 | 1.2548 | 1.2129 | 1.0406 | 1.0594 | 1.0203 |
Total Trades | 475 | 237 | 238 | 475 | 237 | 238 |
Winning Trades | 197 | 87 | 110 | 197 | 87 | 110 |
Losing Trades | 278 | 150 | 128 | 278 | 150 | 128 |
Profitability (%) | 41.4737 | 36.7089 | 46.2185 | 41.4737 | 36.7089 | 46.2185 |
Ratio Avg Win / Avg Loss | 1.7427 | 2.1634 | 1.4113 | 1.4685 | 1.8266 | 1.1872 |
Largest Winning Trade | 63893 | 63893 | 38407 | 233098 | 233098 | 106760 |
Largest Losing Trade | -24562 | -21293 | -24562 | -133970 | -133970 | -100931 |
Avg Bars in Trades | 11 | 10 | 12 | 11 | 10 | 12 |
Avg Bars in Winners | 15 | 14 | 16 | 15 | 14 | 16 |
Avg Bars in Losers | 9 | 9 | 9 | 9 | 9 | 9 |
Bars Traded | 5605 | 2596 | 3009 | 5605 | 2596 | 3009 |
Profit Streak | 7.5524 | 0 | 8.2191 | 7.5524 | 0 | 8.2191 |
Trades During Streak | 1 | 0 | 1 | 1 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 300532 | -61036 | -91606 | -289501 | -284470 | -363994 |
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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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