Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 572464.1483 | 421541.6287 | 150922.5195 | 664678.2636 | 180562.3286 | 484115.935 |
Total P&L (%) | 572.4641 | 421.5416 | 150.9225 | 664.6783 | 180.5623 | 484.1159 |
Avg Daily Profit (%) | 0.3288 | 0.2421 | 0.0867 | 0.1169 | 0.0593 | 0.1014 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -91473 | -135924 | -54247 | -518424 | -540514 | -267557 |
Profit Factor | 1.6243 | 1.8376 | 1.3648 | 1.1418 | 1.0713 | 1.2247 |
Total Trades | 287 | 144 | 143 | 287 | 144 | 143 |
Winning Trades | 102 | 46 | 56 | 102 | 46 | 56 |
Losing Trades | 185 | 98 | 87 | 185 | 98 | 87 |
Profitability (%) | 35.5401 | 31.9444 | 39.1608 | 35.5401 | 31.9444 | 39.1608 |
Ratio Avg Win / Avg Loss | 2.946 | 3.9148 | 2.1203 | 2.0709 | 2.2822 | 1.9027 |
Largest Winning Trade | 305299 | 305299 | 55750 | 411835 | 411835 | 252081 |
Largest Losing Trade | -20005 | -15991 | -20005 | -148337 | -119402 | -148337 |
Avg Bars in Trades | 71 | 63 | 80 | 71 | 63 | 80 |
Avg Bars in Winners | 137 | 120 | 152 | 137 | 120 | 152 |
Avg Bars in Losers | 35 | 36 | 33 | 35 | 36 | 33 |
Bars Traded | 20563 | 9087 | 11476 | 20563 | 9087 | 11476 |
Profit Streak | 18.205 | 28.6216 | 0 | 18.205 | 28.6216 | 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 | 311573 | 173284 | -80044 | -103553 | -261484 | -61252 |
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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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