Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 300594.5058 | 219230.2906 | 81364.2152 | 70300.2069 | 73903.1313 | -3602.9244 |
Total P&L (%) | 300.5945 | 219.2303 | 81.3642 | 70.3002 | 73.9031 | -3.6029 |
Avg Daily Profit (%) | 0.2912 | 0.2124 | 0.0788 | 0.0516 | 0.0536 | -0.0036 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -136280 | -69689 | -134157 | -158538 | -102441 | -86527 |
Profit Factor | 1.3399 | 1.5234 | 1.1748 | 1.0909 | 1.1985 | 0.991 |
Total Trades | 179 | 90 | 89 | 179 | 90 | 89 |
Winning Trades | 84 | 38 | 46 | 84 | 38 | 46 |
Losing Trades | 95 | 52 | 43 | 95 | 52 | 43 |
Profitability (%) | 46.9274 | 42.2222 | 51.6854 | 46.9274 | 42.2222 | 51.6854 |
Ratio Avg Win / Avg Loss | 1.5154 | 2.0846 | 1.0982 | 1.2338 | 1.64 | 0.9264 |
Largest Winning Trade | 136737 | 136737 | 50705 | 125813 | 125813 | 39682 |
Largest Losing Trade | -41011 | -26536 | -41011 | -75480 | -33583 | -75480 |
Avg Bars in Trades | 67 | 67 | 67 | 67 | 67 | 67 |
Avg Bars in Winners | 97 | 98 | 96 | 97 | 98 | 96 |
Avg Bars in Losers | 41 | 44 | 37 | 41 | 44 | 37 |
Bars Traded | 12119 | 6075 | 6043 | 12119 | 6075 | 6043 |
Profit Streak | 17.4351 | 17.4351 | 47.9351 | 17.4351 | 17.4351 | 47.9351 |
Trades During Streak | 2 | 1 | 3 | 2 | 1 | 3 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 383373 | 270599 | -114609 | -243702 | -125202 | -579458 |
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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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