Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 172848.504 | 80867.3834 | 91981.1206 | 301777.9725 | 126063.3628 | 175714.6097 |
Total P&L (%) | 172.8485 | 80.8674 | 91.9811 | 301.778 | 126.0634 | 175.7146 |
Avg Daily Profit (%) | 0.6637 | 0.3105 | 0.3532 | 0.5355 | 0.3137 | 0.3902 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -61488 | -25755 | -46657 | -233731 | -103220 | -180494 |
Profit Factor | 1.287 | 1.2498 | 1.3303 | 1.1666 | 1.1313 | 1.2065 |
Total Trades | 551 | 276 | 275 | 551 | 276 | 275 |
Winning Trades | 275 | 140 | 135 | 275 | 140 | 135 |
Losing Trades | 276 | 136 | 140 | 276 | 136 | 140 |
Profitability (%) | 49.9093 | 50.7246 | 49.0909 | 49.9093 | 50.7246 | 49.0909 |
Ratio Avg Win / Avg Loss | 1.2917 | 1.2141 | 1.3795 | 1.1709 | 1.099 | 1.2512 |
Largest Winning Trade | 19234 | 19225 | 19234 | 55064 | 55064 | 34518 |
Largest Losing Trade | -10490 | -9272 | -10490 | -42138 | -40837 | -42138 |
Avg Bars in Trades | 44 | 44 | 44 | 44 | 44 | 44 |
Avg Bars in Winners | 44 | 44 | 44 | 44 | 44 | 44 |
Avg Bars in Losers | 44 | 44 | 44 | 44 | 44 | 44 |
Bars Traded | 24734 | 12383 | 12351 | 24734 | 12383 | 12351 |
Profit Streak | 3.4559 | 3.9143 | 3.4559 | 3.4559 | 3.9143 | 3.4559 |
Trades During Streak | 3 | 2 | 1 | 3 | 2 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 475303 | 291241 | 274023 | -25117 | -67724 | 258173 |
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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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