Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 326893.8634 | 96778.3871 | 230115.4763 | 425479.9319 | 325081.9662 | 100397.9656 |
Total P&L (%) | 326.8939 | 96.7784 | 230.1155 | 425.4799 | 325.082 | 100.398 |
Avg Daily Profit (%) | 0.2201 | 0.0652 | 0.1549 | 0.1118 | 0.0975 | 0.0468 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -63649 | -82455 | -67015 | -560708 | -370282 | -421378 |
Profit Factor | 1.4801 | 1.2931 | 1.6563 | 1.1255 | 1.2284 | 1.051 |
Total Trades | 165 | 82 | 83 | 165 | 82 | 83 |
Winning Trades | 93 | 44 | 49 | 93 | 44 | 49 |
Losing Trades | 72 | 38 | 34 | 72 | 38 | 34 |
Profitability (%) | 56.3636 | 53.6585 | 59.0361 | 56.3636 | 53.6585 | 59.0361 |
Ratio Avg Win / Avg Loss | 1.1459 | 1.1167 | 1.1493 | 0.8714 | 1.0609 | 0.7293 |
Largest Winning Trade | 68596 | 68596 | 57163 | 200881 | 190865 | 200881 |
Largest Losing Trade | -43908 | -28238 | -43908 | -229655 | -106531 | -229655 |
Avg Bars in Trades | 26 | 17 | 34 | 26 | 17 | 34 |
Avg Bars in Winners | 27 | 18 | 36 | 27 | 18 | 36 |
Avg Bars in Losers | 23 | 17 | 31 | 23 | 17 | 31 |
Bars Traded | 4290 | 1446 | 2844 | 4290 | 1446 | 2844 |
Profit Streak | 15.5329 | 17.8662 | 15.5329 | 15.5329 | 17.8662 | 15.5329 |
Trades During Streak | 2 | 1 | 1 | 2 | 1 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 432555 | -109030 | 394577 | -124893 | -66335 | -294741 |
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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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