Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 530224.704 | 427535.1049 | 102689.5991 | 808760.1876 | 503286.2608 | 305473.9268 |
Total P&L (%) | 530.2247 | 427.5351 | 102.6896 | 808.7602 | 503.2863 | 305.4739 |
Avg Daily Profit (%) | 0.298 | 0.2403 | 0.0577 | 0.1241 | 0.1011 | 0.0787 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -120285 | -122919 | -69626 | -800500 | -576590 | -420031 |
Profit Factor | 1.4766 | 1.7582 | 1.1871 | 1.1371 | 1.1715 | 1.1031 |
Total Trades | 361 | 181 | 180 | 361 | 181 | 180 |
Winning Trades | 130 | 59 | 71 | 130 | 59 | 71 |
Losing Trades | 231 | 122 | 109 | 231 | 122 | 109 |
Profitability (%) | 36.0111 | 32.5967 | 39.4444 | 36.0111 | 32.5967 | 39.4444 |
Ratio Avg Win / Avg Loss | 2.6237 | 3.6357 | 1.8225 | 2.0206 | 2.4224 | 1.6935 |
Largest Winning Trade | 127773 | 127773 | 67617 | 304210 | 274309 | 304210 |
Largest Losing Trade | -36522 | -31039 | -36522 | -325909 | -175821 | -325909 |
Avg Bars in Trades | 14 | 14 | 15 | 14 | 14 | 15 |
Avg Bars in Winners | 25 | 26 | 25 | 25 | 26 | 25 |
Avg Bars in Losers | 8 | 8 | 8 | 8 | 8 | 8 |
Bars Traded | 5264 | 2552 | 2712 | 5264 | 2552 | 2712 |
Profit Streak | 39.9455 | 39.9455 | 40.6122 | 39.9455 | 39.9455 | 40.6122 |
Trades During Streak | 2 | 1 | 1 | 2 | 1 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 319043 | 206975 | -132311 | -97731 | -93930 | -196741 |
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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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