Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 896367.2693 | 825769.0563 | 70598.213 | 123331.4623 | 22577.5219 | 100753.9404 |
Total P&L (%) | 896.3673 | 825.7691 | 70.5982 | 123.3315 | 22.5775 | 100.7539 |
Avg Daily Profit (%) | 0.3862 | 0.3557 | 0.0304 | 0.0346 | 0.0088 | 0.03 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -188713 | -119209 | -219282 | -1030494 | -791310 | -348295 |
Profit Factor | 1.537 | 1.949 | 1.0883 | 1.0362 | 1.0116 | 1.0692 |
Total Trades | 315 | 157 | 158 | 315 | 157 | 158 |
Winning Trades | 118 | 51 | 67 | 118 | 51 | 67 |
Losing Trades | 197 | 106 | 91 | 197 | 106 | 91 |
Profitability (%) | 37.4603 | 32.4841 | 42.4051 | 37.4603 | 32.4841 | 42.4051 |
Ratio Avg Win / Avg Loss | 2.5659 | 4.0508 | 1.4782 | 1.7299 | 2.1025 | 1.4522 |
Largest Winning Trade | 537539 | 537539 | 59593 | 629386 | 629386 | 149705 |
Largest Losing Trade | -27847 | -22047 | -27847 | -219044 | -219044 | -125793 |
Avg Bars in Trades | 29 | 27 | 30 | 29 | 27 | 30 |
Avg Bars in Winners | 49 | 52 | 48 | 49 | 52 | 48 |
Avg Bars in Losers | 16 | 16 | 17 | 16 | 16 | 17 |
Bars Traded | 9217 | 4378 | 4839 | 9217 | 4378 | 4839 |
Profit Streak | 22.0814 | 0 | 29.3314 | 22.0814 | 0 | 29.3314 |
Trades During Streak | 1 | 0 | 1 | 1 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 355291 | 244936 | -277753 | -328650 | -399238 | -299326 |
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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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