Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 452436.9335 | 349709.0406 | 102727.8929 | 421662.3907 | 230109.7917 | 191552.599 |
Total P&L (%) | 452.4369 | 349.709 | 102.7279 | 421.6624 | 230.1098 | 191.5526 |
Avg Daily Profit (%) | 0.4343 | 0.3357 | 0.0986 | 0.1587 | 0.1147 | 0.1028 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -125762 | -98285 | -91388 | -956339 | -717870 | -386780 |
Profit Factor | 1.6259 | 1.7858 | 1.3698 | 1.1091 | 1.0972 | 1.1279 |
Total Trades | 236 | 118 | 118 | 236 | 118 | 118 |
Winning Trades | 91 | 39 | 52 | 91 | 39 | 52 |
Losing Trades | 145 | 79 | 66 | 145 | 79 | 66 |
Profitability (%) | 38.5593 | 33.0508 | 44.0678 | 38.5593 | 33.0508 | 44.0678 |
Ratio Avg Win / Avg Loss | 2.5908 | 3.6173 | 1.7386 | 1.7672 | 2.2224 | 1.4316 |
Largest Winning Trade | 194377 | 194377 | 37773 | 658395 | 658395 | 384884 |
Largest Losing Trade | -24268 | -20629 | -24268 | -239722 | -137327 | -239722 |
Avg Bars in Trades | 104 | 112 | 97 | 104 | 112 | 97 |
Avg Bars in Winners | 166 | 204 | 138 | 166 | 204 | 138 |
Avg Bars in Losers | 65 | 66 | 64 | 65 | 66 | 64 |
Bars Traded | 24704 | 13216 | 11488 | 24704 | 13216 | 11488 |
Profit Streak | 10.3174 | 10.8174 | 0 | 10.3174 | 10.8174 | 0 |
Trades During Streak | 1 | 1 | 0 | 1 | 1 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 365189 | 215316 | -62241 | -94730 | -158591 | -138134 |
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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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