Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 362169.9345 | 244869.3873 | 117300.5471 | 264339.3172 | 309340.6607 | -45001.3435 |
Total P&L (%) | 362.1699 | 244.8694 | 117.3005 | 264.3393 | 309.3407 | -45.0013 |
Avg Daily Profit (%) | 0.2552 | 0.1725 | 0.0826 | 0.0911 | 0.0993 | -0.0421 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -82229 | -79216 | -112482 | -309997 | -223643 | -369809 |
Profit Factor | 1.2979 | 1.358 | 1.2206 | 1.0869 | 1.1919 | 0.9686 |
Total Trades | 384 | 192 | 192 | 384 | 192 | 192 |
Winning Trades | 246 | 126 | 120 | 246 | 126 | 120 |
Losing Trades | 138 | 66 | 72 | 138 | 66 | 72 |
Profitability (%) | 64.0625 | 65.625 | 62.5 | 64.0625 | 65.625 | 62.5 |
Ratio Avg Win / Avg Loss | 0.7281 | 0.7113 | 0.7323 | 0.6097 | 0.6243 | 0.5811 |
Largest Winning Trade | 32089 | 32089 | 20563 | 106084 | 106084 | 47742 |
Largest Losing Trade | -58455 | -58455 | -49578 | -164272 | -128513 | -164272 |
Avg Bars in Trades | 21 | 22 | 20 | 21 | 22 | 20 |
Avg Bars in Winners | 15 | 13 | 17 | 15 | 13 | 17 |
Avg Bars in Losers | 32 | 39 | 25 | 32 | 39 | 25 |
Bars Traded | 8358 | 4392 | 3966 | 8358 | 4392 | 3966 |
Profit Streak | 15.1482 | 25.8149 | 15.1482 | 15.1482 | 25.8149 | 15.1482 |
Trades During Streak | 2 | 1 | 1 | 2 | 1 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 420375 | 340313 | -81748 | -192763 | -68137 | -577845 |
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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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