Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 466165.735 | 318634.3733 | 147531.3618 | 784830.568 | 702764.9246 | 82065.6433 |
Total P&L (%) | 466.1657 | 318.6344 | 147.5314 | 784.8306 | 702.7649 | 82.0656 |
Avg Daily Profit (%) | 0.2752 | 0.1881 | 0.0871 | 0.1288 | 0.123 | 0.0354 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -208182 | -144384 | -132250 | -350440 | -110223 | -255918 |
Profit Factor | 1.3028 | 1.4389 | 1.1814 | 1.4592 | 1.8688 | 1.0912 |
Total Trades | 568 | 284 | 284 | 568 | 284 | 284 |
Winning Trades | 238 | 118 | 120 | 238 | 118 | 120 |
Losing Trades | 330 | 166 | 164 | 330 | 166 | 164 |
Profitability (%) | 41.9014 | 41.5493 | 42.2535 | 41.9014 | 41.5493 | 42.2535 |
Ratio Avg Win / Avg Loss | 1.8064 | 2.0242 | 1.6145 | 2.0232 | 2.629 | 1.4912 |
Largest Winning Trade | 75775 | 75775 | 52788 | 224861 | 224861 | 101718 |
Largest Losing Trade | -27964 | -14619 | -27964 | -63021 | -63021 | -54762 |
Avg Bars in Trades | 11 | 11 | 12 | 11 | 11 | 12 |
Avg Bars in Winners | 16 | 15 | 17 | 16 | 15 | 17 |
Avg Bars in Losers | 8 | 8 | 8 | 8 | 8 | 8 |
Bars Traded | 6715 | 3138 | 3577 | 6715 | 3138 | 3577 |
Profit Streak | 4.0137 | 10.7637 | 0 | 4.0137 | 10.7637 | 0 |
Trades During Streak | 1 | 2 | 0 | 1 | 2 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 337130 | 308896 | -98412 | -18618 | -25781 | -267700 |
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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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