Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 438253.6659 | 296787.6629 | 141466.0029 | 741889.0688 | 540794.4927 | 201094.5761 |
Total P&L (%) | 438.2537 | 296.7877 | 141.466 | 741.8891 | 540.7945 | 201.0946 |
Avg Daily Profit (%) | 0.232 | 0.1571 | 0.0749 | 0.1129 | 0.0984 | 0.0584 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -82905 | -66218 | -86404 | -1436958 | -978403 | -662399 |
Profit Factor | 1.4119 | 1.5304 | 1.2804 | 1.0789 | 1.1102 | 1.0447 |
Total Trades | 380 | 190 | 190 | 380 | 190 | 190 |
Winning Trades | 148 | 67 | 81 | 148 | 67 | 81 |
Losing Trades | 232 | 123 | 109 | 232 | 123 | 109 |
Profitability (%) | 38.9474 | 35.2632 | 42.6316 | 38.9474 | 35.2632 | 42.6316 |
Ratio Avg Win / Avg Loss | 2.2132 | 2.8096 | 1.7231 | 1.6912 | 2.0381 | 1.4058 |
Largest Winning Trade | 120797 | 120797 | 50391 | 843749 | 843749 | 279834 |
Largest Losing Trade | -28397 | -28397 | -24690 | -382787 | -160311 | -382787 |
Avg Bars in Trades | 29 | 26 | 32 | 29 | 26 | 32 |
Avg Bars in Winners | 44 | 40 | 46 | 44 | 40 | 46 |
Avg Bars in Losers | 20 | 18 | 21 | 20 | 18 | 21 |
Bars Traded | 11211 | 5071 | 6140 | 11211 | 5071 | 6140 |
Profit Streak | 13.6305 | 21.6305 | 0 | 13.6305 | 21.6305 | 0 |
Trades During Streak | 1 | 1 | 0 | 1 | 1 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 300254 | 194181 | -94295 | -176014 | -163877 | -288765 |
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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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