Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 489029.3672 | 399039.3236 | 89990.0436 | 618079.2319 | 585883.2529 | 32195.979 |
Total P&L (%) | 489.0294 | 399.0393 | 89.99 | 618.0792 | 585.8833 | 32.196 |
Avg Daily Profit (%) | 0.2055 | 0.1677 | 0.0378 | 0.0829 | 0.0809 | 0.0117 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -99123 | -92706 | -178913 | -1157778 | -947428 | -892633 |
Profit Factor | 1.3175 | 1.54 | 1.1123 | 1.0622 | 1.1176 | 1.0065 |
Total Trades | 382 | 191 | 191 | 382 | 191 | 191 |
Winning Trades | 168 | 88 | 80 | 168 | 88 | 80 |
Losing Trades | 214 | 103 | 111 | 214 | 103 | 111 |
Profitability (%) | 43.9791 | 46.0733 | 41.8848 | 43.9791 | 46.0733 | 41.8848 |
Ratio Avg Win / Avg Loss | 1.6783 | 1.8025 | 1.5434 | 1.353 | 1.3081 | 1.3965 |
Largest Winning Trade | 62782 | 62782 | 56222 | 375362 | 375362 | 244669 |
Largest Losing Trade | -32237 | -23286 | -32237 | -199515 | -178426 | -199515 |
Avg Bars in Trades | 12 | 11 | 12 | 12 | 11 | 12 |
Avg Bars in Winners | 16 | 15 | 18 | 16 | 15 | 18 |
Avg Bars in Losers | 8 | 8 | 9 | 8 | 8 | 9 |
Bars Traded | 4737 | 2273 | 2464 | 4737 | 2273 | 2464 |
Profit Streak | 19.7894 | 41.7894 | 19.7894 | 19.7894 | 41.7894 | 19.7894 |
Trades During Streak | 2 | 2 | 1 | 2 | 2 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 358855 | 366796 | -240116 | -233003 | -175491 | -395339 |
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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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