Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 624201.9147 | 412997.0439 | 211204.8708 | 1598373.1159 | 1301849.6484 | 296523.4675 |
Total P&L (%) | 624.2019 | 412.997 | 211.2049 | 1598.3731 | 1301.8496 | 296.5235 |
Avg Daily Profit (%) | 0.272 | 0.18 | 0.092 | 0.1235 | 0.1151 | 0.0601 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -162663 | -145497 | -127430 | -2282104 | -1596259 | -1054010 |
Profit Factor | 1.4075 | 1.5377 | 1.2765 | 1.1816 | 1.288 | 1.0693 |
Total Trades | 389 | 194 | 195 | 389 | 194 | 195 |
Winning Trades | 171 | 77 | 94 | 171 | 77 | 94 |
Losing Trades | 218 | 117 | 101 | 218 | 117 | 101 |
Profitability (%) | 43.9589 | 39.6907 | 48.2051 | 43.9589 | 39.6907 | 48.2051 |
Ratio Avg Win / Avg Loss | 1.7943 | 2.3365 | 1.3716 | 1.5064 | 1.957 | 1.1489 |
Largest Winning Trade | 85449 | 85449 | 61551 | 500237 | 500237 | 289075 |
Largest Losing Trade | -35262 | -33306 | -35262 | -614498 | -614498 | -337243 |
Avg Bars in Trades | 11 | 12 | 11 | 11 | 12 | 11 |
Avg Bars in Winners | 15 | 15 | 14 | 15 | 15 | 14 |
Avg Bars in Losers | 8 | 9 | 8 | 8 | 9 | 8 |
Bars Traded | 4558 | 2335 | 2223 | 4558 | 2335 | 2223 |
Profit Streak | 16.6499 | 0 | 40.1499 | 16.6499 | 0 | 40.1499 |
Trades During Streak | 1 | 0 | 2 | 1 | 0 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 397451 | 245750 | -69102 | -46778 | -41019 | -255990 |
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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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