Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 364257.3872 | 220398.5011 | 143858.8861 | 685546.4906 | 12600.4666 | 672946.024 |
Total P&L (%) | 364.2574 | 220.3985 | 143.8589 | 685.5465 | 12.6005 | 672.946 |
Avg Daily Profit (%) | 0.3497 | 0.2116 | 0.1381 | 0.1981 | 0.0114 | 0.1965 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -84087 | -67291 | -59786 | -1119209 | -937238 | -435602 |
Profit Factor | 1.4973 | 1.6325 | 1.3746 | 1.1631 | 1.0053 | 1.3729 |
Total Trades | 331 | 165 | 166 | 331 | 165 | 166 |
Winning Trades | 215 | 107 | 108 | 215 | 107 | 108 |
Losing Trades | 116 | 58 | 58 | 116 | 58 | 58 |
Profitability (%) | 64.9547 | 64.8485 | 65.0602 | 64.9547 | 64.8485 | 65.0602 |
Ratio Avg Win / Avg Loss | 0.8078 | 0.8849 | 0.7382 | 0.6275 | 0.5449 | 0.7373 |
Largest Winning Trade | 38889 | 38889 | 29860 | 193242 | 193242 | 181000 |
Largest Losing Trade | -55495 | -51357 | -55495 | -821785 | -821785 | -342575 |
Avg Bars in Trades | 73 | 73 | 74 | 73 | 73 | 74 |
Avg Bars in Winners | 53 | 51 | 55 | 53 | 51 | 55 |
Avg Bars in Losers | 111 | 113 | 109 | 111 | 113 | 109 |
Bars Traded | 24449 | 12075 | 12374 | 24449 | 12075 | 12374 |
Profit Streak | 11.1527 | 11.1527 | 36.9027 | 11.1527 | 11.1527 | 36.9027 |
Trades During Streak | 3 | 1 | 9 | 3 | 1 | 9 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 493840 | 392594 | -5869 | -29565 | -476032 | 388634 |
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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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