Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 842618.1608 | 642437.1047 | 200181.0561 | 877875.6371 | 576787.9951 | 301087.642 |
Total P&L (%) | 842.6182 | 642.4371 | 200.1811 | 877.8756 | 576.788 | 301.0876 |
Avg Daily Profit (%) | 0.4508 | 0.3437 | 0.1071 | 0.1221 | 0.1024 | 0.0743 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -182551 | -103174 | -165245 | -290030 | -283811 | -265946 |
Profit Factor | 1.7138 | 2.1126 | 1.3319 | 1.4928 | 1.5455 | 1.4157 |
Total Trades | 202 | 101 | 101 | 202 | 101 | 101 |
Winning Trades | 99 | 48 | 51 | 99 | 48 | 51 |
Losing Trades | 103 | 53 | 50 | 103 | 53 | 50 |
Profitability (%) | 49.0099 | 47.5248 | 50.4951 | 49.0099 | 47.5248 | 50.4951 |
Ratio Avg Win / Avg Loss | 1.783 | 2.3327 | 1.3058 | 1.5531 | 1.7065 | 1.388 |
Largest Winning Trade | 315867 | 315867 | 42953 | 507738 | 507738 | 109998 |
Largest Losing Trade | -75099 | -41834 | -75099 | -177905 | -132471 | -177905 |
Avg Bars in Trades | 27 | 28 | 26 | 27 | 28 | 26 |
Avg Bars in Winners | 30 | 32 | 29 | 30 | 32 | 29 |
Avg Bars in Losers | 24 | 25 | 23 | 24 | 25 | 23 |
Bars Traded | 5573 | 2897 | 2676 | 5573 | 2897 | 2676 |
Profit Streak | 0 | 0 | 85.2786 | 0 | 0 | 85.2786 |
Trades During Streak | 0 | 0 | 3 | 0 | 0 | 3 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 517672 | 443305 | -48298 | -26298 | -54180 | -91466 |
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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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