Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 298822.7584 | 283212.3112 | 15610.4473 | 106606.4167 | 142078.6251 | -35472.2085 |
Total P&L (%) | 298.8228 | 283.2123 | 15.6104 | 106.6064 | 142.0786 | -35.4722 |
Avg Daily Profit (%) | 0.2435 | 0.2308 | 0.0127 | 0.0591 | 0.0721 | -0.0357 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -153716 | -131080 | -73629 | -315435 | -262627 | -140862 |
Profit Factor | 1.2097 | 1.3609 | 1.0244 | 1.0429 | 1.1011 | 0.9672 |
Total Trades | 457 | 228 | 229 | 457 | 228 | 229 |
Winning Trades | 220 | 106 | 114 | 220 | 106 | 114 |
Losing Trades | 237 | 122 | 115 | 237 | 122 | 115 |
Profitability (%) | 48.14 | 46.4912 | 49.7817 | 48.14 | 46.4912 | 49.7817 |
Ratio Avg Win / Avg Loss | 1.3032 | 1.5663 | 1.0334 | 1.1234 | 1.2673 | 0.9757 |
Largest Winning Trade | 81345 | 81345 | 35183 | 79694 | 79694 | 52458 |
Largest Losing Trade | -30488 | -30488 | -29210 | -83577 | -56526 | -83577 |
Avg Bars in Trades | 15 | 20 | 11 | 15 | 20 | 11 |
Avg Bars in Winners | 17 | 22 | 12 | 17 | 22 | 12 |
Avg Bars in Losers | 14 | 18 | 9 | 14 | 18 | 9 |
Bars Traded | 7227 | 4671 | 2556 | 7227 | 4671 | 2556 |
Profit Streak | 9.3062 | 10.4728 | 9.3062 | 9.3062 | 10.4728 | 9.3062 |
Trades During Streak | 2 | 1 | 1 | 2 | 1 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 380848 | 347551 | -377865 | -284287 | -205818 | -579275 |
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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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