Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 545912.3105 | 422059.8316 | 123852.4789 | 365581.6489 | 106576.5664 | 259005.0825 |
Total P&L (%) | 545.9123 | 422.0598 | 123.8525 | 365.5816 | 106.5766 | 259.0051 |
Avg Daily Profit (%) | 0.2932 | 0.2267 | 0.0665 | 0.0827 | 0.039 | 0.0687 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -171227 | -141845 | -212229 | -224066 | -133435 | -113730 |
Profit Factor | 1.2467 | 1.3918 | 1.1091 | 1.2105 | 1.1124 | 1.3282 |
Total Trades | 583 | 291 | 292 | 583 | 291 | 292 |
Winning Trades | 285 | 138 | 147 | 285 | 138 | 147 |
Losing Trades | 298 | 153 | 145 | 298 | 153 | 145 |
Profitability (%) | 48.8851 | 47.4227 | 50.3425 | 48.8851 | 47.4227 | 50.3425 |
Ratio Avg Win / Avg Loss | 1.3036 | 1.5431 | 1.094 | 1.2657 | 1.2333 | 1.3102 |
Largest Winning Trade | 89262 | 89262 | 40922 | 69045 | 54351 | 69045 |
Largest Losing Trade | -35913 | -32268 | -35913 | -57495 | -57495 | -48721 |
Avg Bars in Trades | 12 | 13 | 12 | 12 | 13 | 12 |
Avg Bars in Winners | 14 | 14 | 14 | 14 | 14 | 14 |
Avg Bars in Losers | 10 | 11 | 9 | 10 | 11 | 9 |
Bars Traded | 7339 | 3809 | 3530 | 7339 | 3809 | 3530 |
Profit Streak | 9.9362 | 0 | 20.6862 | 9.9362 | 0 | 20.6862 |
Trades During Streak | 1 | 0 | 3 | 1 | 0 | 3 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 437284 | 354498 | -201886 | -79514 | -237448 | -98216 |
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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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