Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 306129.8526 | 125188.2231 | 180941.6295 | 54864.5618 | 9869.8353 | 44994.7265 |
Total P&L (%) | 306.1299 | 125.1882 | 180.9416 | 54.8646 | 9.8698 | 44.9947 |
Avg Daily Profit (%) | 0.2049 | 0.0838 | 0.1211 | 0.0293 | 0.0063 | 0.0249 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -268800 | -214267 | -105579 | -188997 | -128881 | -70407 |
Profit Factor | 1.2459 | 1.1929 | 1.3037 | 1.1173 | 1.0428 | 1.1897 |
Total Trades | 339 | 169 | 170 | 339 | 169 | 170 |
Winning Trades | 194 | 91 | 103 | 194 | 91 | 103 |
Losing Trades | 145 | 78 | 67 | 145 | 78 | 67 |
Profitability (%) | 57.2271 | 53.8462 | 60.5882 | 57.2271 | 53.8462 | 60.5882 |
Ratio Avg Win / Avg Loss | 0.9312 | 1.0225 | 0.848 | 0.8351 | 0.8938 | 0.7739 |
Largest Winning Trade | 64690 | 64690 | 34686 | 58668 | 58668 | 29882 |
Largest Losing Trade | -41460 | -41460 | -37827 | -49994 | -49994 | -43570 |
Avg Bars in Trades | 52 | 48 | 55 | 52 | 48 | 55 |
Avg Bars in Winners | 45 | 45 | 45 | 45 | 45 | 45 |
Avg Bars in Losers | 61 | 52 | 72 | 61 | 52 | 72 |
Bars Traded | 17707 | 8220 | 9487 | 17707 | 8220 | 9487 |
Profit Streak | 21.7754 | 26.6921 | 21.7754 | 21.7754 | 26.6921 | 21.7754 |
Trades During Streak | 2 | 2 | 1 | 2 | 2 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 342229 | -87633 | -30653 | -244229 | -523478 | -172666 |
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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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