Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 723400.1394 | 596301.9087 | 127098.2307 | 196289.4579 | 46990.4118 | 149299.0462 |
Total P&L (%) | 723.4001 | 596.3019 | 127.0982 | 196.2895 | 46.9904 | 149.299 |
Avg Daily Profit (%) | 0.4866 | 0.4011 | 0.0855 | 0.0731 | 0.0259 | 0.0615 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -130812 | -138088 | -124107 | -934660 | -724658 | -652852 |
Profit Factor | 1.6634 | 2.0068 | 1.2552 | 1.0415 | 1.0185 | 1.0684 |
Total Trades | 341 | 170 | 171 | 341 | 170 | 171 |
Winning Trades | 102 | 45 | 57 | 102 | 45 | 57 |
Losing Trades | 239 | 125 | 114 | 239 | 125 | 114 |
Profitability (%) | 29.912 | 26.4706 | 33.3333 | 29.912 | 26.4706 | 33.3333 |
Ratio Avg Win / Avg Loss | 3.8976 | 5.5744 | 2.5103 | 2.4405 | 2.8291 | 2.1369 |
Largest Winning Trade | 554787 | 554787 | 33065 | 683176 | 683176 | 153451 |
Largest Losing Trade | -35969 | -17723 | -35969 | -391006 | -86960 | -391006 |
Avg Bars in Trades | 16 | 17 | 16 | 16 | 17 | 16 |
Avg Bars in Winners | 34 | 34 | 34 | 34 | 34 | 34 |
Avg Bars in Losers | 9 | 11 | 7 | 9 | 11 | 7 |
Bars Traded | 5741 | 2938 | 2803 | 5741 | 2938 | 2803 |
Profit Streak | 18.5244 | 19.0244 | 18.5244 | 18.5244 | 19.0244 | 18.5244 |
Trades During Streak | 2 | 1 | 1 | 2 | 1 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 309580 | -8590 | -83184 | -274108 | -381112 | -260271 |
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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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