Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 524167.2973 | 303481.1103 | 220686.187 | 573921.1294 | 159140.7744 | 414780.355 |
Total P&L (%) | 524.1673 | 303.4811 | 220.6862 | 573.9211 | 159.1408 | 414.7804 |
Avg Daily Profit (%) | 0.2748 | 0.1591 | 0.1157 | 0.1001 | 0.0499 | 0.0859 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -117457 | -61352 | -170603 | -493457 | -340869 | -275339 |
Profit Factor | 1.5087 | 1.6439 | 1.3947 | 1.1917 | 1.1088 | 1.2708 |
Total Trades | 227 | 113 | 114 | 227 | 113 | 114 |
Winning Trades | 122 | 57 | 65 | 122 | 57 | 65 |
Losing Trades | 105 | 56 | 49 | 105 | 56 | 49 |
Profitability (%) | 53.7445 | 50.4425 | 57.0175 | 53.7445 | 50.4425 | 57.0175 |
Ratio Avg Win / Avg Loss | 1.2985 | 1.6151 | 1.0514 | 1.0256 | 1.0893 | 0.958 |
Largest Winning Trade | 127729 | 127729 | 67545 | 273445 | 254765 | 273445 |
Largest Losing Trade | -46282 | -31929 | -46282 | -182623 | -182623 | -143099 |
Avg Bars in Trades | 98 | 99 | 97 | 98 | 99 | 97 |
Avg Bars in Winners | 99 | 96 | 102 | 99 | 96 | 102 |
Avg Bars in Losers | 97 | 102 | 91 | 97 | 102 | 91 |
Bars Traded | 22420 | 11274 | 11146 | 22420 | 11274 | 11146 |
Profit Streak | 15.645 | 0 | 87.3116 | 15.645 | 0 | 87.3116 |
Trades During Streak | 1 | 0 | 4 | 1 | 0 | 4 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 442439 | 366769 | -35839 | -66417 | -227297 | -77932 |
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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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