Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 495151.4071 | 382385.9325 | 112765.4746 | 1164632.0038 | 540995.771 | 623636.2328 |
Total P&L (%) | 495.1514 | 382.3859 | 112.7655 | 1164.632 | 540.9958 | 623.6362 |
Avg Daily Profit (%) | 0.4071 | 0.3144 | 0.0927 | 0.2088 | 0.1529 | 0.1628 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -96107 | -94814 | -84403 | -1137595 | -1079403 | -421058 |
Profit Factor | 1.4772 | 1.6782 | 1.238 | 1.2115 | 1.1727 | 1.2628 |
Total Trades | 313 | 156 | 157 | 313 | 156 | 157 |
Winning Trades | 163 | 76 | 87 | 163 | 76 | 87 |
Losing Trades | 150 | 80 | 70 | 150 | 80 | 70 |
Profitability (%) | 52.0767 | 48.7179 | 55.414 | 52.0767 | 48.7179 | 55.414 |
Ratio Avg Win / Avg Loss | 1.3594 | 1.7666 | 0.9961 | 1.1149 | 1.2344 | 1.0161 |
Largest Winning Trade | 129767 | 129767 | 25674 | 331539 | 331539 | 243932 |
Largest Losing Trade | -37085 | -20553 | -37085 | -255324 | -255324 | -163949 |
Avg Bars in Trades | 11 | 16 | 6 | 11 | 16 | 6 |
Avg Bars in Winners | 12 | 19 | 6 | 12 | 19 | 6 |
Avg Bars in Losers | 10 | 14 | 6 | 10 | 14 | 6 |
Bars Traded | 3584 | 2575 | 1009 | 3584 | 2575 | 1009 |
Profit Streak | 7.363 | 0 | 11.6963 | 7.363 | 0 | 11.6963 |
Trades During Streak | 1 | 0 | 1 | 1 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 483191 | 425485 | -69279 | 378737 | -22919 | 340279 |
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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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