Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 389507.7701 | 187929.9647 | 201577.8054 | 308001.9228 | 125314.3556 | 182687.5671 |
Total P&L (%) | 389.5078 | 187.93 | 201.5778 | 308.0019 | 125.3144 | 182.6876 |
Avg Daily Profit (%) | 0.215 | 0.1037 | 0.1113 | 0.0777 | 0.0449 | 0.0574 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -82278 | -95810 | -110398 | -320490 | -283548 | -189309 |
Profit Factor | 1.3303 | 1.3194 | 1.3412 | 1.1138 | 1.092 | 1.1359 |
Total Trades | 306 | 153 | 153 | 306 | 153 | 153 |
Winning Trades | 168 | 80 | 88 | 168 | 80 | 88 |
Losing Trades | 138 | 73 | 65 | 138 | 73 | 65 |
Profitability (%) | 54.902 | 52.2876 | 57.5163 | 54.902 | 52.2876 | 57.5163 |
Ratio Avg Win / Avg Loss | 1.0927 | 1.2039 | 0.9906 | 0.9149 | 0.9964 | 0.839 |
Largest Winning Trade | 68212 | 68212 | 51849 | 130784 | 108399 | 130784 |
Largest Losing Trade | -58123 | -20882 | -58123 | -110436 | -68864 | -110436 |
Avg Bars in Trades | 23 | 17 | 28 | 23 | 17 | 28 |
Avg Bars in Winners | 20 | 14 | 26 | 20 | 14 | 26 |
Avg Bars in Losers | 25 | 20 | 31 | 25 | 20 | 31 |
Bars Traded | 7051 | 2640 | 4411 | 7051 | 2640 | 4411 |
Profit Streak | 15.5418 | 15.5418 | 21.7918 | 15.5418 | 15.5418 | 21.7918 |
Trades During Streak | 2 | 1 | 1 | 2 | 1 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 417701 | -52878 | -43720 | -182705 | -252628 | -186925 |
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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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