Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 355210.164 | 141160.6606 | 214049.5034 | 89064.6526 | 55343.4454 | 33721.2072 |
Total P&L (%) | 355.2102 | 141.1607 | 214.0495 | 89.0647 | 55.3434 | 33.7212 |
Avg Daily Profit (%) | 0.2303 | 0.0915 | 0.1388 | 0.0413 | 0.0286 | 0.0188 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -180017 | -170464 | -93897 | -253135 | -147053 | -140639 |
Profit Factor | 1.2399 | 1.1863 | 1.2961 | 1.0747 | 1.0941 | 1.0558 |
Total Trades | 382 | 191 | 191 | 382 | 191 | 191 |
Winning Trades | 173 | 84 | 89 | 173 | 84 | 89 |
Losing Trades | 209 | 107 | 102 | 209 | 107 | 102 |
Profitability (%) | 45.288 | 43.9791 | 46.5969 | 45.288 | 43.9791 | 46.5969 |
Ratio Avg Win / Avg Loss | 1.4979 | 1.5111 | 1.4854 | 1.2983 | 1.3936 | 1.21 |
Largest Winning Trade | 69434 | 69434 | 35952 | 94771 | 94771 | 45936 |
Largest Losing Trade | -71577 | -46376 | -71577 | -121276 | -45977 | -121276 |
Avg Bars in Trades | 11 | 11 | 12 | 11 | 11 | 12 |
Avg Bars in Winners | 14 | 13 | 14 | 14 | 13 | 14 |
Avg Bars in Losers | 9 | 9 | 10 | 9 | 9 | 10 |
Bars Traded | 4553 | 2169 | 2384 | 4553 | 2169 | 2384 |
Profit Streak | 15.2321 | 20.5654 | 15.2321 | 15.2321 | 20.5654 | 15.2321 |
Trades During Streak | 2 | 1 | 1 | 2 | 1 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 327991 | -86317 | -7719 | -274621 | -273805 | -329663 |
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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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