Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 649355.3527 | 540740.6338 | 108614.7189 | 870373.6607 | 571738.0235 | 298635.6371 |
Total P&L (%) | 649.3554 | 540.7406 | 108.6147 | 870.3737 | 571.738 | 298.6356 |
Avg Daily Profit (%) | 0.3117 | 0.2596 | 0.0521 | 0.1091 | 0.0915 | 0.0664 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -89518 | -112734 | -129526 | -468920 | -515892 | -225457 |
Profit Factor | 1.5568 | 1.9325 | 1.1853 | 1.2758 | 1.3476 | 1.1977 |
Total Trades | 304 | 152 | 152 | 304 | 152 | 152 |
Winning Trades | 108 | 51 | 57 | 108 | 51 | 57 |
Losing Trades | 196 | 101 | 95 | 196 | 101 | 95 |
Profitability (%) | 35.5263 | 33.5526 | 37.5 | 35.5263 | 33.5526 | 37.5 |
Ratio Avg Win / Avg Loss | 2.8254 | 3.8271 | 1.9754 | 2.3154 | 2.6688 | 1.9961 |
Largest Winning Trade | 276737 | 276737 | 47398 | 816113 | 816113 | 201084 |
Largest Losing Trade | -18361 | -17397 | -18361 | -140440 | -140440 | -121774 |
Avg Bars in Trades | 81 | 75 | 88 | 81 | 75 | 88 |
Avg Bars in Winners | 151 | 140 | 161 | 151 | 140 | 161 |
Avg Bars in Losers | 43 | 42 | 44 | 43 | 42 | 44 |
Bars Traded | 24866 | 11452 | 13414 | 24866 | 11452 | 13414 |
Profit Streak | 12.4644 | 0 | 13.631 | 12.4644 | 0 | 13.631 |
Trades During Streak | 1 | 0 | 1 | 1 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 300034 | 218216 | -142949 | -49244 | -75102 | -110251 |
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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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