Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 417035.9971 | 179187.5209 | 237848.4762 | 281397.4424 | 192780.3835 | 88617.0588 |
Total P&L (%) | 417.036 | 179.1875 | 237.8485 | 281.3974 | 192.7804 | 88.6171 |
Avg Daily Profit (%) | 0.2807 | 0.1206 | 0.1601 | 0.0901 | 0.0723 | 0.0427 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -123704 | -89638 | -120920 | -400796 | -198484 | -313384 |
Profit Factor | 1.279 | 1.2575 | 1.2978 | 1.1149 | 1.1716 | 1.0668 |
Total Trades | 595 | 298 | 297 | 595 | 298 | 297 |
Winning Trades | 341 | 162 | 179 | 341 | 162 | 179 |
Losing Trades | 254 | 136 | 118 | 254 | 136 | 118 |
Profitability (%) | 57.3109 | 54.3624 | 60.2694 | 57.3109 | 54.3624 | 60.2694 |
Ratio Avg Win / Avg Loss | 0.9527 | 1.0557 | 0.8555 | 0.8304 | 0.9836 | 0.7033 |
Largest Winning Trade | 68238 | 68238 | 27954 | 170922 | 170922 | 66103 |
Largest Losing Trade | -67088 | -32224 | -67088 | -142607 | -102377 | -142607 |
Avg Bars in Trades | 29 | 26 | 32 | 29 | 26 | 32 |
Avg Bars in Winners | 25 | 21 | 29 | 25 | 21 | 29 |
Avg Bars in Losers | 34 | 32 | 37 | 34 | 32 | 37 |
Bars Traded | 17675 | 7965 | 9710 | 17675 | 7965 | 9710 |
Profit Streak | 1.9562 | 3.7062 | 0 | 1.9562 | 3.7062 | 0 |
Trades During Streak | 1 | 1 | 0 | 1 | 1 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 317533 | -30822 | 288460 | -166209 | -128411 | -282199 |
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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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