Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 269501.0522 | 98778.2386 | 170722.8136 | 260987.513 | 71483.9489 | 189503.5641 |
Total P&L (%) | 269.5011 | 98.7782 | 170.7228 | 260.9875 | 71.4839 | 189.5036 |
Avg Daily Profit (%) | 0.2413 | 0.0885 | 0.1529 | 0.115 | 0.0483 | 0.0952 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -91240 | -95955 | -103988 | -606365 | -419644 | -508450 |
Profit Factor | 1.2262 | 1.1661 | 1.2862 | 1.0657 | 1.0353 | 1.0973 |
Total Trades | 622 | 311 | 311 | 622 | 311 | 311 |
Winning Trades | 334 | 156 | 178 | 334 | 156 | 178 |
Losing Trades | 288 | 155 | 133 | 288 | 155 | 133 |
Profitability (%) | 53.6977 | 50.1608 | 57.2347 | 53.6977 | 50.1608 | 57.2347 |
Ratio Avg Win / Avg Loss | 1.0574 | 1.1587 | 0.961 | 0.9189 | 1.0286 | 0.8199 |
Largest Winning Trade | 43634 | 43634 | 28751 | 180581 | 180581 | 128136 |
Largest Losing Trade | -32419 | -32419 | -31597 | -116084 | -108442 | -116084 |
Avg Bars in Trades | 10 | 10 | 10 | 10 | 10 | 10 |
Avg Bars in Winners | 10 | 9 | 10 | 10 | 9 | 10 |
Avg Bars in Losers | 11 | 11 | 11 | 11 | 11 | 11 |
Bars Traded | 6686 | 3266 | 3420 | 6686 | 3266 | 3420 |
Profit Streak | 7.3515 | 0 | 11.0182 | 7.3515 | 0 | 11.0182 |
Trades During Streak | 1 | 0 | 2 | 1 | 0 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 442607 | -111280 | 321522 | -184727 | -308753 | -177642 |
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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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