Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 517400.6341 | 285931.8201 | 231468.814 | 993411.7119 | -799979.7263 | 1793391.4382 |
Total P&L (%) | 517.4006 | 285.9318 | 231.4688 | 993.4117 | -799.9797 | 1793.3914 |
Avg Daily Profit (%) | 0.284 | 0.1569 | 0.127 | 0.1314 | 0 | 0.1615 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -96795 | -92179 | -86230 | -3252197 | -2435294 | -2729924 |
Profit Factor | 1.4846 | 1.5175 | 1.4494 | 1.0444 | 0.9304 | 1.1646 |
Total Trades | 265 | 132 | 133 | 265 | 132 | 133 |
Winning Trades | 103 | 49 | 54 | 103 | 49 | 54 |
Losing Trades | 162 | 83 | 79 | 162 | 83 | 79 |
Profitability (%) | 38.8679 | 37.1212 | 40.6015 | 38.8679 | 37.1212 | 40.6015 |
Ratio Avg Win / Avg Loss | 2.3351 | 2.5705 | 2.1204 | 1.6426 | 1.5759 | 1.7038 |
Largest Winning Trade | 110788 | 110788 | 51107 | 951549 | 951549 | 702921 |
Largest Losing Trade | -29204 | -21961 | -29204 | -867185 | -586846 | -867185 |
Avg Bars in Trades | 13 | 12 | 14 | 13 | 12 | 14 |
Avg Bars in Winners | 19 | 17 | 21 | 19 | 17 | 21 |
Avg Bars in Losers | 8 | 8 | 9 | 8 | 8 | 9 |
Bars Traded | 3493 | 1608 | 1885 | 3493 | 1608 | 1885 |
Profit Streak | 20.1936 | 20.1936 | 24.6936 | 20.1936 | 20.1936 | 24.6936 |
Trades During Streak | 3 | 1 | 2 | 3 | 1 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 355797 | 194303 | -23862 | -189025 | -582380 | -33205 |
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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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