Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 392872.3995 | 275684.5673 | 117187.8322 | 607087.4498 | 111223.6205 | 495863.8293 |
Total P&L (%) | 392.8724 | 275.6846 | 117.1878 | 607.0875 | 111.2236 | 495.8638 |
Avg Daily Profit (%) | 0.3772 | 0.2647 | 0.1125 | 0.188 | 0.0718 | 0.1715 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -128301 | -93842 | -63228 | -1896861 | -1694913 | -1109123 |
Profit Factor | 1.4749 | 1.6595 | 1.2863 | 1.0797 | 1.028 | 1.1359 |
Total Trades | 229 | 115 | 114 | 229 | 115 | 114 |
Winning Trades | 98 | 45 | 53 | 98 | 45 | 53 |
Losing Trades | 131 | 70 | 61 | 131 | 70 | 61 |
Profitability (%) | 42.7948 | 39.1304 | 46.4912 | 42.7948 | 39.1304 | 46.4912 |
Ratio Avg Win / Avg Loss | 1.9715 | 2.5815 | 1.4805 | 1.4432 | 1.5991 | 1.3073 |
Largest Winning Trade | 145666 | 145666 | 31637 | 576393 | 576393 | 424593 |
Largest Losing Trade | -26948 | -24658 | -26948 | -492920 | -492920 | -475499 |
Avg Bars in Trades | 108 | 112 | 104 | 108 | 112 | 104 |
Avg Bars in Winners | 154 | 166 | 144 | 154 | 166 | 144 |
Avg Bars in Losers | 74 | 78 | 69 | 74 | 78 | 69 |
Bars Traded | 24850 | 12985 | 11865 | 24850 | 12985 | 11865 |
Profit Streak | 17.3436 | 17.3436 | 19.5103 | 17.3436 | 17.3436 | 19.5103 |
Trades During Streak | 2 | 1 | 1 | 2 | 1 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 391056 | 266759 | -43863 | -125509 | -289583 | -64739 |
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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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