Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 547595.8396 | 428106.6422 | 119489.1975 | 431657.3817 | 362579.3849 | 69077.9968 |
Total P&L (%) | 547.5958 | 428.1066 | 119.4892 | 431.6574 | 362.5794 | 69.078 |
Avg Daily Profit (%) | 0.2879 | 0.2251 | 0.0628 | 0.0879 | 0.0806 | 0.0276 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -167270 | -122382 | -153249 | -340995 | -229804 | -283234 |
Profit Factor | 1.4738 | 1.838 | 1.1852 | 1.251 | 1.4691 | 1.073 |
Total Trades | 279 | 140 | 139 | 279 | 140 | 139 |
Winning Trades | 139 | 62 | 77 | 139 | 62 | 77 |
Losing Trades | 140 | 78 | 62 | 140 | 78 | 62 |
Profitability (%) | 49.8208 | 44.2857 | 55.3957 | 49.8208 | 44.2857 | 55.3957 |
Ratio Avg Win / Avg Loss | 1.4844 | 2.3124 | 0.9544 | 1.26 | 1.8482 | 0.8639 |
Largest Winning Trade | 229069 | 229069 | 43864 | 180397 | 180397 | 146906 |
Largest Losing Trade | -46631 | -36305 | -46631 | -146302 | -88961 | -146302 |
Avg Bars in Trades | 26 | 22 | 31 | 26 | 22 | 31 |
Avg Bars in Winners | 34 | 30 | 38 | 34 | 30 | 38 |
Avg Bars in Losers | 18 | 15 | 22 | 18 | 15 | 22 |
Bars Traded | 7421 | 3091 | 4330 | 7421 | 3091 | 4330 |
Profit Streak | 508.5623 | 515.3123 | 0 | 508.5623 | 515.3123 | 0 |
Trades During Streak | 1 | 1 | 0 | 1 | 1 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 438708 | 352063 | -126950 | -73591 | -84707 | -297464 |
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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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