Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 413542.9159 | 271391.4124 | 142151.5034 | 919755.7852 | 254727.6046 | 665028.1807 |
Total P&L (%) | 413.5429 | 271.3914 | 142.1515 | 919.7558 | 254.7276 | 665.0282 |
Avg Daily Profit (%) | 0.397 | 0.2605 | 0.1365 | 0.2232 | 0.1216 | 0.1955 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -120172 | -69944 | -122194 | -1026206 | -733479 | -527134 |
Profit Factor | 1.4215 | 1.5444 | 1.2945 | 1.217 | 1.1078 | 1.3546 |
Total Trades | 327 | 163 | 164 | 327 | 163 | 164 |
Winning Trades | 180 | 85 | 95 | 180 | 85 | 95 |
Losing Trades | 147 | 78 | 69 | 147 | 78 | 69 |
Profitability (%) | 55.0459 | 52.1472 | 57.9268 | 55.0459 | 52.1472 | 57.9268 |
Ratio Avg Win / Avg Loss | 1.1609 | 1.4172 | 0.9402 | 0.9938 | 1.0165 | 0.9838 |
Largest Winning Trade | 117243 | 117243 | 24969 | 456465 | 456465 | 229919 |
Largest Losing Trade | -26684 | -20769 | -26684 | -163546 | -143182 | -163546 |
Avg Bars in Trades | 75 | 81 | 68 | 75 | 81 | 68 |
Avg Bars in Winners | 81 | 86 | 76 | 81 | 86 | 76 |
Avg Bars in Losers | 67 | 74 | 58 | 67 | 74 | 58 |
Bars Traded | 24531 | 13216 | 11314 | 24531 | 13216 | 11314 |
Profit Streak | 9.9151 | 0 | 12.5817 | 9.9151 | 0 | 12.5817 |
Trades During Streak | 1 | 0 | 1 | 1 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 473720 | 370526 | -10523 | 330240 | -132052 | 313051 |
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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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