Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 471198.3819 | 397409.0624 | 73789.3195 | 477077.0834 | 369907.588 | 107169.4954 |
Total P&L (%) | 471.1984 | 397.4091 | 73.7893 | 477.0771 | 369.9076 | 107.1695 |
Avg Daily Profit (%) | 0.198 | 0.167 | 0.031 | 0.0737 | 0.065 | 0.0306 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -120125 | -113415 | -181779 | -1664827 | -1276504 | -1035049 |
Profit Factor | 1.3051 | 1.5447 | 1.0906 | 1.0471 | 1.0731 | 1.0211 |
Total Trades | 379 | 189 | 190 | 379 | 189 | 190 |
Winning Trades | 164 | 86 | 78 | 164 | 86 | 78 |
Losing Trades | 215 | 103 | 112 | 215 | 103 | 112 |
Profitability (%) | 43.2718 | 45.5026 | 41.0526 | 43.2718 | 45.5026 | 41.0526 |
Ratio Avg Win / Avg Loss | 1.7109 | 1.85 | 1.5659 | 1.3727 | 1.2853 | 1.4662 |
Largest Winning Trade | 73896 | 73896 | 56222 | 328924 | 328924 | 305330 |
Largest Losing Trade | -27170 | -23286 | -27170 | -248981 | -208223 | -248981 |
Avg Bars in Trades | 12 | 12 | 12 | 12 | 12 | 12 |
Avg Bars in Winners | 17 | 16 | 18 | 17 | 16 | 18 |
Avg Bars in Losers | 8 | 8 | 9 | 8 | 8 | 9 |
Bars Traded | 4745 | 2288 | 2457 | 4745 | 2288 | 2457 |
Profit Streak | 20.0826 | 42.0826 | 20.0826 | 20.0826 | 42.0826 | 20.0826 |
Trades During Streak | 2 | 2 | 1 | 2 | 2 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 343308 | 359247 | -273479 | -262583 | -246209 | -351484 |
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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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