Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 444564.9049 | 299467.2201 | 145097.6848 | 515844.1584 | 482885.5997 | 32958.5587 |
Total P&L (%) | 444.5649 | 299.4672 | 145.0977 | 515.8442 | 482.8856 | 32.9586 |
Avg Daily Profit (%) | 0.4348 | 0.2929 | 0.1419 | 0.178 | 0.1726 | 0.0279 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -136482 | -102206 | -95384 | -2127448 | -717886 | -1409562 |
Profit Factor | 1.3811 | 1.5412 | 1.2366 | 1.092 | 1.1793 | 1.0113 |
Total Trades | 353 | 176 | 177 | 353 | 176 | 177 |
Winning Trades | 136 | 65 | 71 | 136 | 65 | 71 |
Losing Trades | 217 | 111 | 106 | 217 | 111 | 106 |
Profitability (%) | 38.5269 | 36.9318 | 40.113 | 38.5269 | 36.9318 | 40.113 |
Ratio Avg Win / Avg Loss | 2.2037 | 2.6319 | 1.8462 | 1.7423 | 2.0139 | 1.5098 |
Largest Winning Trade | 195429 | 195429 | 34987 | 872214 | 872214 | 285811 |
Largest Losing Trade | -26186 | -18695 | -26186 | -498744 | -246657 | -498744 |
Avg Bars in Trades | 68 | 65 | 71 | 68 | 65 | 71 |
Avg Bars in Winners | 113 | 105 | 120 | 113 | 105 | 120 |
Avg Bars in Losers | 40 | 42 | 38 | 40 | 42 | 38 |
Bars Traded | 24149 | 11491 | 12658 | 24149 | 11491 | 12658 |
Profit Streak | 10.0255 | 0 | 11.8172 | 10.0255 | 0 | 11.8172 |
Trades During Streak | 1 | 0 | 1 | 1 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 337162 | 229258 | -5617 | -112360 | -19481 | -368330 |
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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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