Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 390568.7889 | 279655.523 | 110913.2659 | 351760.9704 | 204285.6791 | 147475.2913 |
Total P&L (%) | 390.5688 | 279.6555 | 110.9133 | 351.761 | 204.2857 | 147.4753 |
Avg Daily Profit (%) | 0.2736 | 0.1959 | 0.0777 | 0.1057 | 0.078 | 0.0635 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -109852 | -76453 | -81642 | -189944 | -208005 | -107847 |
Profit Factor | 1.4092 | 1.5808 | 1.2345 | 1.2628 | 1.2817 | 1.2405 |
Total Trades | 270 | 135 | 135 | 270 | 135 | 135 |
Winning Trades | 122 | 59 | 63 | 122 | 59 | 63 |
Losing Trades | 148 | 76 | 72 | 148 | 76 | 72 |
Profitability (%) | 45.1852 | 43.7037 | 46.6667 | 45.1852 | 43.7037 | 46.6667 |
Ratio Avg Win / Avg Loss | 1.7095 | 2.0362 | 1.4109 | 1.532 | 1.651 | 1.4177 |
Largest Winning Trade | 133047 | 133047 | 49589 | 198288 | 198288 | 52172 |
Largest Losing Trade | -36682 | -33701 | -36682 | -98475 | -98475 | -46761 |
Avg Bars in Trades | 30 | 33 | 27 | 30 | 33 | 27 |
Avg Bars in Winners | 44 | 46 | 41 | 44 | 46 | 41 |
Avg Bars in Losers | 19 | 23 | 15 | 19 | 23 | 15 |
Bars Traded | 8331 | 4566 | 3765 | 8331 | 4566 | 3765 |
Profit Streak | 37.0666 | 37.0666 | 90.2333 | 37.0666 | 37.0666 | 90.2333 |
Trades During Streak | 3 | 1 | 5 | 3 | 1 | 5 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 399142 | 302264 | -89293 | -49938 | -89843 | -108190 |
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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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