Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 442574.6248 | 187104.6189 | 255470.0058 | 908831.938 | 506145.9846 | 402685.9533 |
Total P&L (%) | 442.5746 | 187.1046 | 255.47 | 908.8319 | 506.146 | 402.686 |
Avg Daily Profit (%) | 0.2997 | 0.1267 | 0.173 | 0.1566 | 0.1221 | 0.1094 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -162380 | -125287 | -73021 | -567745 | -236804 | -469565 |
Profit Factor | 1.3143 | 1.2672 | 1.3608 | 1.2121 | 1.2553 | 1.1749 |
Total Trades | 448 | 224 | 224 | 448 | 224 | 224 |
Winning Trades | 229 | 112 | 117 | 229 | 112 | 117 |
Losing Trades | 219 | 112 | 107 | 219 | 112 | 107 |
Profitability (%) | 51.1161 | 50 | 52.2321 | 51.1161 | 50 | 52.2321 |
Ratio Avg Win / Avg Loss | 1.2569 | 1.2672 | 1.2445 | 1.1592 | 1.2553 | 1.0745 |
Largest Winning Trade | 42477 | 38918 | 42477 | 163061 | 118397 | 163061 |
Largest Losing Trade | -31975 | -26986 | -31975 | -126108 | -91975 | -126108 |
Avg Bars in Trades | 13 | 13 | 12 | 13 | 13 | 12 |
Avg Bars in Winners | 13 | 13 | 12 | 13 | 13 | 12 |
Avg Bars in Losers | 12 | 13 | 12 | 12 | 13 | 12 |
Bars Traded | 5880 | 3071 | 2809 | 5880 | 3071 | 2809 |
Profit Streak | 10.8614 | 28.1114 | 10.8614 | 10.8614 | 28.1114 | 10.8614 |
Trades During Streak | 2 | 2 | 1 | 2 | 2 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 450108 | -22085 | 348250 | 398623 | -27879 | -73201 |
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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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