Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 572732.9978 | 434007.3539 | 138725.6439 | 655011.2718 | 418437.1357 | 236574.136 |
Total P&L (%) | 572.733 | 434.0074 | 138.7256 | 655.0113 | 418.4371 | 236.5741 |
Avg Daily Profit (%) | 0.2503 | 0.1897 | 0.0606 | 0.0884 | 0.0719 | 0.0531 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -91119 | -109684 | -111127 | -400818 | -387984 | -261545 |
Profit Factor | 1.4073 | 1.6232 | 1.1955 | 1.1887 | 1.2388 | 1.1376 |
Total Trades | 352 | 176 | 176 | 352 | 176 | 176 |
Winning Trades | 149 | 73 | 76 | 149 | 73 | 76 |
Losing Trades | 203 | 103 | 100 | 203 | 103 | 100 |
Profitability (%) | 42.3295 | 41.4773 | 43.1818 | 42.3295 | 41.4773 | 43.1818 |
Ratio Avg Win / Avg Loss | 1.9174 | 2.2903 | 1.573 | 1.6195 | 1.7479 | 1.4969 |
Largest Winning Trade | 127451 | 127451 | 54900 | 223085 | 223085 | 114925 |
Largest Losing Trade | -29787 | -26950 | -29787 | -94035 | -86051 | -94035 |
Avg Bars in Trades | 19 | 21 | 17 | 19 | 21 | 17 |
Avg Bars in Winners | 27 | 30 | 25 | 27 | 30 | 25 |
Avg Bars in Losers | 12 | 14 | 11 | 12 | 14 | 11 |
Bars Traded | 6754 | 3707 | 3047 | 6754 | 3707 | 3047 |
Profit Streak | 29.6118 | 29.6118 | 34.2785 | 29.6118 | 29.6118 | 34.2785 |
Trades During Streak | 2 | 1 | 1 | 2 | 1 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 376487 | 305119 | -117817 | -86242 | -98194 | -192654 |
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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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