Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 446918.3093 | 373071.6571 | 73846.6521 | 70359.9502 | 20465.2858 | 49894.6645 |
Total P&L (%) | 446.9183 | 373.0717 | 73.8467 | 70.36 | 20.4653 | 49.8947 |
Avg Daily Profit (%) | 0.2399 | 0.2003 | 0.0396 | 0.0286 | 0.01 | 0.0217 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -190756 | -157865 | -219317 | -142005 | -57396 | -124127 |
Profit Factor | 1.2004 | 1.342 | 1.0648 | 1.0702 | 1.0394 | 1.1033 |
Total Trades | 571 | 285 | 286 | 571 | 285 | 286 |
Winning Trades | 270 | 131 | 139 | 270 | 131 | 139 |
Losing Trades | 301 | 154 | 147 | 301 | 154 | 147 |
Profitability (%) | 47.2855 | 45.9649 | 48.6014 | 47.2855 | 45.9649 | 48.6014 |
Ratio Avg Win / Avg Loss | 1.3383 | 1.5777 | 1.1261 | 1.193 | 1.2219 | 1.1668 |
Largest Winning Trade | 89262 | 89262 | 40922 | 26896 | 26896 | 26472 |
Largest Losing Trade | -35913 | -32268 | -35913 | -33051 | -22044 | -33051 |
Avg Bars in Trades | 12 | 13 | 12 | 12 | 13 | 12 |
Avg Bars in Winners | 14 | 14 | 14 | 14 | 14 | 14 |
Avg Bars in Losers | 11 | 12 | 10 | 11 | 12 | 10 |
Bars Traded | 7339 | 3840 | 3499 | 7339 | 3840 | 3499 |
Profit Streak | 11.3139 | 0 | 21.5639 | 11.3139 | 0 | 21.5639 |
Trades During Streak | 1 | 0 | 3 | 1 | 0 | 3 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 370021 | 313879 | -287018 | -295184 | -363623 | -269972 |
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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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