Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 498394.8662 | 325488.8355 | 172906.0306 | 706282.6694 | 126179.2078 | 580103.4616 |
Total P&L (%) | 498.3949 | 325.4888 | 172.906 | 706.2827 | 126.1792 | 580.1035 |
Avg Daily Profit (%) | 0.3681 | 0.2404 | 0.1277 | 0.1543 | 0.0603 | 0.1417 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -153459 | -116266 | -60486 | -610675 | -588353 | -175072 |
Profit Factor | 1.5385 | 1.5738 | 1.4826 | 1.2755 | 1.0745 | 1.6661 |
Total Trades | 256 | 128 | 128 | 256 | 128 | 128 |
Winning Trades | 119 | 48 | 71 | 119 | 48 | 71 |
Losing Trades | 137 | 80 | 57 | 137 | 80 | 57 |
Profitability (%) | 46.4844 | 37.5 | 55.4688 | 46.4844 | 37.5 | 55.4688 |
Ratio Avg Win / Avg Loss | 1.7712 | 2.623 | 1.1903 | 1.4684 | 1.7909 | 1.3376 |
Largest Winning Trade | 162466 | 162466 | 35741 | 268975 | 202844 | 268975 |
Largest Losing Trade | -28068 | -28068 | -26070 | -238247 | -238247 | -98048 |
Avg Bars in Trades | 10 | 14 | 6 | 10 | 14 | 6 |
Avg Bars in Winners | 14 | 23 | 8 | 14 | 23 | 8 |
Avg Bars in Losers | 7 | 9 | 4 | 7 | 9 | 4 |
Bars Traded | 2681 | 1839 | 842 | 2681 | 1839 | 842 |
Profit Streak | 19.4771 | 23.9771 | 0 | 19.4771 | 23.9771 | 0 |
Trades During Streak | 1 | 2 | 0 | 1 | 2 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 450639 | 254433 | -20567 | 301983 | -253617 | -658 |
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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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