Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 454055.2616 | 352676.1312 | 101379.1304 | 539787.3489 | 369856.9723 | 169930.3766 |
Total P&L (%) | 454.0553 | 352.6761 | 101.3791 | 539.7873 | 369.857 | 169.9304 |
Avg Daily Profit (%) | 0.4359 | 0.3386 | 0.0973 | 0.1783 | 0.1487 | 0.0954 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -81389 | -75036 | -86112 | -254201 | -246761 | -214990 |
Profit Factor | 1.7367 | 2.1349 | 1.3318 | 1.3222 | 1.4498 | 1.1992 |
Total Trades | 231 | 116 | 115 | 231 | 116 | 115 |
Winning Trades | 76 | 32 | 44 | 76 | 32 | 44 |
Losing Trades | 155 | 84 | 71 | 155 | 84 | 71 |
Profitability (%) | 32.9004 | 27.5862 | 38.2609 | 32.9004 | 27.5862 | 38.2609 |
Ratio Avg Win / Avg Loss | 3.542 | 5.6042 | 2.149 | 2.6965 | 3.8056 | 1.935 |
Largest Winning Trade | 290853 | 290853 | 39174 | 325487 | 325487 | 107650 |
Largest Losing Trade | -20976 | -17240 | -20976 | -73953 | -48031 | -73953 |
Avg Bars in Trades | 105 | 92 | 119 | 105 | 92 | 119 |
Avg Bars in Winners | 246 | 221 | 264 | 246 | 221 | 264 |
Avg Bars in Losers | 37 | 42 | 30 | 37 | 42 | 30 |
Bars Traded | 24454 | 10683 | 13771 | 24454 | 10683 | 13771 |
Profit Streak | 34.5837 | 34.5837 | 34.6253 | 34.5837 | 34.5837 | 34.6253 |
Trades During Streak | 2 | 1 | 1 | 2 | 1 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 305325 | -5254 | -65918 | 170447 | -10610 | -70250 |
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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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