Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 631457.8485 | 494284.4773 | 137173.3712 | 120151.7075 | 133611.4159 | -13459.7084 |
Total P&L (%) | 631.4578 | 494.2845 | 137.1734 | 120.1517 | 133.6114 | -13.4597 |
Avg Daily Profit (%) | 0.4269 | 0.3342 | 0.0927 | 0.0534 | 0.0574 | -0.0098 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -155526 | -150488 | -94810 | -1087969 | -824017 | -913977 |
Profit Factor | 1.4341 | 1.6722 | 1.1907 | 1.0155 | 1.0351 | 0.9966 |
Total Trades | 343 | 171 | 172 | 343 | 171 | 172 |
Winning Trades | 164 | 74 | 90 | 164 | 74 | 90 |
Losing Trades | 179 | 97 | 82 | 179 | 97 | 82 |
Profitability (%) | 47.8134 | 43.2749 | 52.3256 | 47.8134 | 43.2749 | 52.3256 |
Ratio Avg Win / Avg Loss | 1.5653 | 2.192 | 1.0849 | 1.1084 | 1.3568 | 0.908 |
Largest Winning Trade | 375677 | 375677 | 38050 | 356775 | 356775 | 209072 |
Largest Losing Trade | -52609 | -36205 | -52609 | -360828 | -353648 | -360828 |
Avg Bars in Trades | 12 | 12 | 12 | 12 | 12 | 12 |
Avg Bars in Winners | 16 | 17 | 15 | 16 | 17 | 15 |
Avg Bars in Losers | 9 | 9 | 9 | 9 | 9 | 9 |
Bars Traded | 4401 | 2197 | 2204 | 4401 | 2197 | 2204 |
Profit Streak | 8.3751 | 0 | 12.0417 | 8.3751 | 0 | 12.0417 |
Trades During Streak | 1 | 0 | 1 | 1 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 499853 | 357782 | -78360 | -323220 | -300200 | -579230 |
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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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