Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 345456.7363 | 111696.4641 | 233760.2722 | 248638.4994 | 119235.8389 | 129402.6604 |
Total P&L (%) | 345.4567 | 111.6965 | 233.7603 | 248.6385 | 119.2358 | 129.4027 |
Avg Daily Profit (%) | 0.2319 | 0.075 | 0.1569 | 0.0839 | 0.0527 | 0.0558 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -132691 | -144536 | -111245 | -119584 | -92843 | -130072 |
Profit Factor | 1.3447 | 1.2215 | 1.4695 | 1.2406 | 1.2361 | 1.245 |
Total Trades | 263 | 132 | 131 | 263 | 132 | 131 |
Winning Trades | 145 | 69 | 76 | 145 | 69 | 76 |
Losing Trades | 118 | 63 | 55 | 118 | 63 | 55 |
Profitability (%) | 55.1331 | 52.2727 | 58.0153 | 55.1331 | 52.2727 | 58.0153 |
Ratio Avg Win / Avg Loss | 1.0943 | 1.1153 | 1.0635 | 1.0096 | 1.1286 | 0.901 |
Largest Winning Trade | 37261 | 37036 | 37261 | 50056 | 49646 | 50056 |
Largest Losing Trade | -69308 | -32501 | -69308 | -50711 | -49105 | -50711 |
Avg Bars in Trades | 16 | 17 | 16 | 16 | 17 | 16 |
Avg Bars in Winners | 16 | 15 | 16 | 16 | 15 | 16 |
Avg Bars in Losers | 17 | 18 | 15 | 17 | 18 | 15 |
Bars Traded | 4412 | 2253 | 2159 | 4412 | 2253 | 2159 |
Profit Streak | 19.8996 | 42.8996 | 19.8996 | 19.8996 | 42.8996 | 19.8996 |
Trades During Streak | 3 | 3 | 1 | 3 | 3 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 433435 | -91437 | 361393 | -77469 | -121043 | -118721 |
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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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