Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 653893.6676 | 506742.5808 | 147151.0868 | 971096.2801 | 372643.3186 | 598452.9615 |
Total P&L (%) | 653.8937 | 506.7426 | 147.1511 | 971.0963 | 372.6433 | 598.453 |
Avg Daily Profit (%) | 0.4082 | 0.3163 | 0.0919 | 0.1481 | 0.097 | 0.1214 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -141482 | -131621 | -67760 | -616784 | -668984 | -290904 |
Profit Factor | 1.5817 | 1.8779 | 1.2691 | 1.1944 | 1.1419 | 1.2527 |
Total Trades | 307 | 153 | 154 | 307 | 153 | 154 |
Winning Trades | 100 | 43 | 57 | 100 | 43 | 57 |
Losing Trades | 207 | 110 | 97 | 207 | 110 | 97 |
Profitability (%) | 32.5733 | 28.1046 | 37.013 | 32.5733 | 28.1046 | 37.013 |
Ratio Avg Win / Avg Loss | 3.2742 | 4.8039 | 2.1597 | 2.4724 | 2.9211 | 2.1318 |
Largest Winning Trade | 228846 | 228846 | 43365 | 354210 | 354210 | 294967 |
Largest Losing Trade | -32407 | -32407 | -21999 | -205866 | -205866 | -100110 |
Avg Bars in Trades | 15 | 15 | 14 | 15 | 15 | 14 |
Avg Bars in Winners | 30 | 32 | 29 | 30 | 32 | 29 |
Avg Bars in Losers | 7 | 9 | 6 | 7 | 9 | 6 |
Bars Traded | 4688 | 2401 | 2287 | 4688 | 2401 | 2287 |
Profit Streak | 13.3315 | 0 | 13.9981 | 13.3315 | 0 | 13.9981 |
Trades During Streak | 1 | 0 | 1 | 1 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 303997 | -3011 | -73251 | -4733 | -142433 | -33537 |
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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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