Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 465219.5264 | 260961.7399 | 204257.7865 | 729005.3246 | 354383.8967 | 374621.4279 |
Total P&L (%) | 465.2195 | 260.9617 | 204.2578 | 729.0053 | 354.3839 | 374.6214 |
Avg Daily Profit (%) | 0.2477 | 0.139 | 0.1088 | 0.1127 | 0.0806 | 0.083 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -101205 | -107722 | -87252 | -208158 | -161944 | -96533 |
Profit Factor | 1.4061 | 1.4385 | 1.3711 | 1.4309 | 1.42 | 1.4418 |
Total Trades | 373 | 187 | 186 | 373 | 187 | 186 |
Winning Trades | 199 | 93 | 106 | 199 | 93 | 106 |
Losing Trades | 174 | 94 | 80 | 174 | 94 | 80 |
Profitability (%) | 53.3512 | 49.7326 | 56.9892 | 53.3512 | 49.7326 | 56.9892 |
Ratio Avg Win / Avg Loss | 1.2295 | 1.454 | 1.0348 | 1.2512 | 1.4352 | 1.0882 |
Largest Winning Trade | 85221 | 85221 | 45258 | 124671 | 124671 | 74592 |
Largest Losing Trade | -52746 | -25790 | -52746 | -94939 | -75695 | -94939 |
Avg Bars in Trades | 8 | 8 | 8 | 8 | 8 | 8 |
Avg Bars in Winners | 8 | 8 | 8 | 8 | 8 | 8 |
Avg Bars in Losers | 8 | 8 | 9 | 8 | 8 | 9 |
Bars Traded | 3345 | 1677 | 1667 | 3345 | 1677 | 1667 |
Profit Streak | 11.0487 | 11.0487 | 51.5487 | 11.0487 | 11.0487 | 51.5487 |
Trades During Streak | 2 | 1 | 5 | 2 | 1 | 5 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 450610 | -5362 | -44124 | -37502 | -83234 | -78096 |
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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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