Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 424797.1026 | 159354.3874 | 265442.7153 | 1060925.6955 | 95610.3982 | 965315.2972 |
Total P&L (%) | 424.7971 | 159.3544 | 265.4427 | 1060.9257 | 95.6104 | 965.3153 |
Avg Daily Profit (%) | 0.2647 | 0.0993 | 0.1654 | 0.1529 | 0.0418 | 0.1475 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -112129 | -95959 | -105282 | -406200 | -514754 | -366710 |
Profit Factor | 1.4156 | 1.2882 | 1.5657 | 1.2429 | 1.0415 | 1.4678 |
Total Trades | 349 | 174 | 175 | 349 | 174 | 175 |
Winning Trades | 144 | 64 | 80 | 144 | 64 | 80 |
Losing Trades | 205 | 110 | 95 | 205 | 110 | 95 |
Profitability (%) | 41.2607 | 36.7816 | 45.7143 | 41.2607 | 36.7816 | 45.7143 |
Ratio Avg Win / Avg Loss | 2.0152 | 2.2141 | 1.8593 | 1.7694 | 1.7901 | 1.743 |
Largest Winning Trade | 69029 | 69029 | 41675 | 186868 | 186868 | 183924 |
Largest Losing Trade | -27385 | -27385 | -17883 | -127612 | -116777 | -127612 |
Avg Bars in Trades | 18 | 18 | 17 | 18 | 18 | 17 |
Avg Bars in Winners | 28 | 28 | 28 | 28 | 28 | 28 |
Avg Bars in Losers | 10 | 12 | 9 | 10 | 12 | 9 |
Bars Traded | 6292 | 3158 | 3134 | 6292 | 3158 | 3134 |
Profit Streak | 12.123 | 0 | 40.123 | 12.123 | 0 | 40.123 |
Trades During Streak | 1 | 0 | 5 | 1 | 0 | 5 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 338415 | -63809 | 383555 | 281031 | -315333 | 252952 |
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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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