Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 655258.6196 | 545155.3969 | 110103.2227 | 244568.6299 | 150319.6674 | 94248.9625 |
Total P&L (%) | 655.2586 | 545.1554 | 110.1032 | 244.5686 | 150.3197 | 94.249 |
Avg Daily Profit (%) | 0.2758 | 0.2294 | 0.0463 | 0.0521 | 0.0386 | 0.0279 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -122747 | -77123 | -106525 | -647051 | -610730 | -371595 |
Profit Factor | 1.734 | 2.4203 | 1.2163 | 1.0788 | 1.1018 | 1.058 |
Total Trades | 189 | 94 | 95 | 189 | 94 | 95 |
Winning Trades | 103 | 44 | 59 | 103 | 44 | 59 |
Losing Trades | 86 | 50 | 36 | 86 | 50 | 36 |
Profitability (%) | 54.4974 | 46.8085 | 62.1053 | 54.4974 | 46.8085 | 62.1053 |
Ratio Avg Win / Avg Loss | 1.4478 | 2.7504 | 0.7422 | 0.9008 | 1.252 | 0.6456 |
Largest Winning Trade | 182954 | 182954 | 41002 | 406729 | 406729 | 162805 |
Largest Losing Trade | -79897 | -52711 | -79897 | -492561 | -492561 | -321664 |
Avg Bars in Trades | 23 | 24 | 22 | 23 | 24 | 22 |
Avg Bars in Winners | 28 | 34 | 24 | 28 | 34 | 24 |
Avg Bars in Losers | 17 | 14 | 20 | 17 | 14 | 20 |
Bars Traded | 4433 | 2259 | 2174 | 4433 | 2259 | 2174 |
Profit Streak | 30.5808 | 0 | 40.5808 | 30.5808 | 0 | 40.5808 |
Trades During Streak | 1 | 0 | 2 | 1 | 0 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 477062 | 418829 | -130579 | -256442 | -251145 | -311402 |
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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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