Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 385746.6864 | 115250.3632 | 270496.3231 | 674613.9875 | 444644.0058 | 229969.9817 |
Total P&L (%) | 385.7467 | 115.2504 | 270.4963 | 674.614 | 444.644 | 229.97 |
Avg Daily Profit (%) | 0.2402 | 0.0718 | 0.1684 | 0.1275 | 0.1056 | 0.0744 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -166862 | -124566 | -70609 | -4137794 | -2802472 | -2061414 |
Profit Factor | 1.3999 | 1.2039 | 1.677 | 1.0609 | 1.0716 | 1.0473 |
Total Trades | 262 | 131 | 131 | 262 | 131 | 131 |
Winning Trades | 116 | 53 | 63 | 116 | 53 | 63 |
Losing Trades | 146 | 78 | 68 | 146 | 78 | 68 |
Profitability (%) | 44.2748 | 40.458 | 48.0916 | 44.2748 | 40.458 | 48.0916 |
Ratio Avg Win / Avg Loss | 1.7619 | 1.7718 | 1.8101 | 1.3353 | 1.577 | 1.1304 |
Largest Winning Trade | 85214 | 85214 | 39470 | 785038 | 785038 | 627666 |
Largest Losing Trade | -26193 | -26193 | -22362 | -816862 | -816862 | -682484 |
Avg Bars in Trades | 24 | 23 | 25 | 24 | 23 | 25 |
Avg Bars in Winners | 35 | 35 | 35 | 35 | 35 | 35 |
Avg Bars in Losers | 15 | 15 | 16 | 15 | 15 | 16 |
Bars Traded | 6365 | 3065 | 3300 | 6365 | 3065 | 3300 |
Profit Streak | 12.4722 | 0 | 14.4722 | 12.4722 | 0 | 14.4722 |
Trades During Streak | 1 | 0 | 1 | 1 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 353075 | -100170 | 376138 | -175852 | -196352 | -262298 |
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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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