Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 475902.5791 | 297444.2449 | 178458.3342 | 762525.249 | 598929.5621 | 163595.687 |
Total P&L (%) | 475.9026 | 297.4442 | 178.4583 | 762.5252 | 598.9296 | 163.5957 |
Avg Daily Profit (%) | 0.2827 | 0.1767 | 0.106 | 0.1281 | 0.1156 | 0.0576 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -132919 | -156112 | -65497 | -499109 | -361408 | -377797 |
Profit Factor | 1.4625 | 1.5476 | 1.3674 | 1.2616 | 1.4208 | 1.1097 |
Total Trades | 272 | 136 | 136 | 272 | 136 | 136 |
Winning Trades | 141 | 69 | 72 | 141 | 69 | 72 |
Losing Trades | 131 | 67 | 64 | 131 | 67 | 64 |
Profitability (%) | 51.8382 | 50.7353 | 52.9412 | 51.8382 | 50.7353 | 52.9412 |
Ratio Avg Win / Avg Loss | 1.3588 | 1.5027 | 1.2154 | 1.1721 | 1.3796 | 0.9864 |
Largest Winning Trade | 91934 | 91934 | 38342 | 215792 | 215792 | 139263 |
Largest Losing Trade | -45343 | -45343 | -30640 | -197199 | -154040 | -197199 |
Avg Bars in Trades | 24 | 25 | 23 | 24 | 25 | 23 |
Avg Bars in Winners | 28 | 30 | 26 | 28 | 30 | 26 |
Avg Bars in Losers | 20 | 20 | 19 | 20 | 20 | 19 |
Bars Traded | 6625 | 3477 | 3148 | 6625 | 3477 | 3148 |
Profit Streak | 10.5136 | 61.0136 | 0 | 10.5136 | 61.0136 | 0 |
Trades During Streak | 1 | 4 | 0 | 1 | 4 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 431825 | 423298 | -50506 | -19188 | -35855 | -217083 |
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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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