Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 486265.1684 | 345100.8582 | 141164.3102 | 346305.0888 | 203333.4301 | 142971.6587 |
Total P&L (%) | 486.2652 | 345.1009 | 141.1643 | 346.3051 | 203.3334 | 142.9717 |
Avg Daily Profit (%) | 0.4779 | 0.3392 | 0.1387 | 0.1471 | 0.1091 | 0.0873 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -132684 | -116534 | -89390 | -975791 | -358923 | -664188 |
Profit Factor | 1.3971 | 1.5018 | 1.263 | 1.0999 | 1.1019 | 1.0973 |
Total Trades | 368 | 184 | 184 | 368 | 184 | 184 |
Winning Trades | 178 | 75 | 103 | 178 | 75 | 103 |
Losing Trades | 190 | 109 | 81 | 190 | 109 | 81 |
Profitability (%) | 48.3696 | 40.7609 | 55.9783 | 48.3696 | 40.7609 | 55.9783 |
Ratio Avg Win / Avg Loss | 1.4913 | 2.1827 | 0.9932 | 1.1741 | 1.6014 | 0.8629 |
Largest Winning Trade | 255450 | 255450 | 33272 | 414929 | 414929 | 129931 |
Largest Losing Trade | -27644 | -27644 | -26946 | -250759 | -158638 | -250759 |
Avg Bars in Trades | 11 | 11 | 10 | 11 | 11 | 10 |
Avg Bars in Winners | 12 | 12 | 12 | 12 | 12 | 12 |
Avg Bars in Losers | 9 | 10 | 8 | 9 | 10 | 8 |
Bars Traded | 4058 | 2104 | 1954 | 4058 | 2104 | 1954 |
Profit Streak | 4.9575 | 0 | 6.2075 | 4.9575 | 0 | 6.2075 |
Trades During Streak | 1 | 0 | 1 | 1 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 465078 | 299942 | -7478 | -104996 | -157559 | -189444 |
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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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