Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 505626.0506 | 326144.4195 | 179481.6311 | 418086.0928 | 338738.1674 | 79347.9254 |
Total P&L (%) | 505.6261 | 326.1444 | 179.4816 | 418.0861 | 338.7382 | 79.3479 |
Avg Daily Profit (%) | 0.2884 | 0.186 | 0.1024 | 0.0939 | 0.0844 | 0.0333 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -127095 | -100767 | -113775 | -2058894 | -1226322 | -1784070 |
Profit Factor | 1.4028 | 1.4299 | 1.3615 | 1.0349 | 1.0512 | 1.0148 |
Total Trades | 316 | 158 | 158 | 316 | 158 | 158 |
Winning Trades | 164 | 72 | 92 | 164 | 72 | 92 |
Losing Trades | 152 | 86 | 66 | 152 | 86 | 66 |
Profitability (%) | 51.8987 | 45.5696 | 58.2278 | 51.8987 | 45.5696 | 58.2278 |
Ratio Avg Win / Avg Loss | 1.3002 | 1.7079 | 0.9767 | 0.9592 | 1.2556 | 0.728 |
Largest Winning Trade | 142136 | 142136 | 49573 | 704717 | 704717 | 424021 |
Largest Losing Trade | -43853 | -33499 | -43853 | -760299 | -413017 | -760299 |
Avg Bars in Trades | 21 | 24 | 18 | 21 | 24 | 18 |
Avg Bars in Winners | 23 | 26 | 21 | 23 | 26 | 21 |
Avg Bars in Losers | 19 | 22 | 14 | 19 | 22 | 14 |
Bars Traded | 6830 | 3876 | 2953 | 6830 | 3876 | 2953 |
Profit Streak | 13.2009 | 0 | 26.4509 | 13.2009 | 0 | 26.4509 |
Trades During Streak | 1 | 0 | 2 | 1 | 0 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 442365 | 299429 | -54885 | -248634 | -245689 | -351624 |
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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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