Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 550018.7103 | 500457.1532 | 49561.557 | 136810.9045 | 9822.1635 | 126988.741 |
Total P&L (%) | 550.0187 | 500.4572 | 49.5616 | 136.8109 | 9.8222 | 126.9887 |
Avg Daily Profit (%) | 0.2837 | 0.2581 | 0.0256 | 0.0445 | 0.0048 | 0.0423 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -162700 | -95899 | -126250 | -576065 | -520396 | -332355 |
Profit Factor | 1.4279 | 1.7946 | 1.0756 | 1.029 | 1.0041 | 1.0544 |
Total Trades | 370 | 185 | 185 | 370 | 185 | 185 |
Winning Trades | 188 | 94 | 94 | 188 | 94 | 94 |
Losing Trades | 182 | 91 | 91 | 182 | 91 | 91 |
Profitability (%) | 50.8108 | 50.8108 | 50.8108 | 50.8108 | 50.8108 | 50.8108 |
Ratio Avg Win / Avg Loss | 1.3824 | 1.7373 | 1.0413 | 0.9961 | 0.9721 | 1.0208 |
Largest Winning Trade | 327918 | 327918 | 45969 | 288098 | 288098 | 163718 |
Largest Losing Trade | -49607 | -37988 | -49607 | -288776 | -111438 | -288776 |
Avg Bars in Trades | 30 | 24 | 36 | 30 | 24 | 36 |
Avg Bars in Winners | 39 | 29 | 50 | 39 | 29 | 50 |
Avg Bars in Losers | 21 | 19 | 22 | 21 | 19 | 22 |
Bars Traded | 11353 | 4577 | 6776 | 11353 | 4577 | 6776 |
Profit Streak | 10.7274 | 10.7274 | 19.5607 | 10.7274 | 10.7274 | 19.5607 |
Trades During Streak | 2 | 1 | 2 | 2 | 1 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 459159 | 481732 | -295860 | -320681 | -568364 | -295486 |
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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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