Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 392295.1365 | 261079.0332 | 131216.1033 | 312167.003 | 328616.2568 | -16449.2537 |
Total P&L (%) | 392.2951 | 261.079 | 131.2161 | 312.167 | 328.6163 | -16.4493 |
Avg Daily Profit (%) | 0.3834 | 0.2551 | 0.1282 | 0.1385 | 0.1423 | -0.0176 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -77010 | -76455 | -88669 | -491893 | -257253 | -406244 |
Profit Factor | 1.3859 | 1.546 | 1.2437 | 1.1187 | 1.2622 | 0.988 |
Total Trades | 241 | 120 | 121 | 241 | 120 | 121 |
Winning Trades | 108 | 47 | 61 | 108 | 47 | 61 |
Losing Trades | 133 | 73 | 60 | 133 | 73 | 60 |
Profitability (%) | 44.8133 | 39.1667 | 50.4132 | 44.8133 | 39.1667 | 50.4132 |
Ratio Avg Win / Avg Loss | 1.7067 | 2.4012 | 1.2234 | 1.3777 | 1.9604 | 0.9718 |
Largest Winning Trade | 165468 | 165468 | 32741 | 482279 | 482279 | 129351 |
Largest Losing Trade | -34695 | -17060 | -34695 | -171904 | -91316 | -171904 |
Avg Bars in Trades | 100 | 101 | 98 | 100 | 101 | 98 |
Avg Bars in Winners | 140 | 147 | 134 | 140 | 147 | 134 |
Avg Bars in Losers | 67 | 72 | 62 | 67 | 72 | 62 |
Bars Traded | 24200 | 12227 | 11973 | 24200 | 12227 | 11973 |
Profit Streak | 10.5609 | 0 | 12.3526 | 10.5609 | 0 | 12.3526 |
Trades During Streak | 1 | 0 | 1 | 1 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 388905 | 228319 | -21654 | -98152 | -6520 | -580339 |
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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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