Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 325481.1311 | 243191.2192 | 82289.9119 | 287536.7659 | 143185.6795 | 144351.0863 |
Total P&L (%) | 325.4811 | 243.1912 | 82.2899 | 287.5368 | 143.1857 | 144.3511 |
Avg Daily Profit (%) | 0.3125 | 0.2335 | 0.079 | 0.1301 | 0.0853 | 0.0858 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -76372 | -58954 | -73822 | -428362 | -359272 | -252325 |
Profit Factor | 1.3412 | 1.5205 | 1.1691 | 1.0837 | 1.0832 | 1.0841 |
Total Trades | 439 | 220 | 219 | 439 | 220 | 219 |
Winning Trades | 179 | 83 | 96 | 179 | 83 | 96 |
Losing Trades | 260 | 137 | 123 | 260 | 137 | 123 |
Profitability (%) | 40.7745 | 37.7273 | 43.8356 | 40.7745 | 37.7273 | 43.8356 |
Ratio Avg Win / Avg Loss | 1.9482 | 2.5098 | 1.4979 | 1.5741 | 1.7879 | 1.3891 |
Largest Winning Trade | 170988 | 170988 | 35990 | 175750 | 175750 | 130133 |
Largest Losing Trade | -19912 | -17819 | -19912 | -124721 | -124721 | -83032 |
Avg Bars in Trades | 56 | 49 | 63 | 56 | 49 | 63 |
Avg Bars in Winners | 87 | 78 | 94 | 87 | 78 | 94 |
Avg Bars in Losers | 35 | 31 | 39 | 35 | 31 | 39 |
Bars Traded | 24699 | 10790 | 13909 | 24699 | 10790 | 13909 |
Profit Streak | 8.3131 | 8.3131 | 10.0631 | 8.3131 | 8.3131 | 10.0631 |
Trades During Streak | 4 | 2 | 2 | 4 | 2 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 372106 | 266373 | -122686 | -146368 | -209952 | -207070 |
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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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