Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 436871.4115 | 305347.8965 | 131523.515 | 768037.0384 | 428285.7422 | 339751.2962 |
Total P&L (%) | 436.8714 | 305.3479 | 131.5235 | 768.037 | 428.2857 | 339.7513 |
Avg Daily Profit (%) | 0.4194 | 0.2931 | 0.1263 | 0.2077 | 0.1599 | 0.1423 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -98167 | -59590 | -105646 | -440968 | -470907 | -362242 |
Profit Factor | 1.5943 | 1.8004 | 1.3719 | 1.2577 | 1.2644 | 1.2498 |
Total Trades | 282 | 141 | 141 | 282 | 141 | 141 |
Winning Trades | 111 | 47 | 64 | 111 | 47 | 64 |
Losing Trades | 171 | 94 | 77 | 171 | 94 | 77 |
Profitability (%) | 39.3617 | 33.3333 | 45.3901 | 39.3617 | 33.3333 | 45.3901 |
Ratio Avg Win / Avg Loss | 2.456 | 3.6007 | 1.6506 | 1.9376 | 2.5288 | 1.5037 |
Largest Winning Trade | 193483 | 193483 | 31344 | 275965 | 275965 | 185993 |
Largest Losing Trade | -42631 | -21288 | -42631 | -174490 | -174490 | -152065 |
Avg Bars in Trades | 88 | 87 | 89 | 88 | 87 | 89 |
Avg Bars in Winners | 142 | 156 | 132 | 142 | 156 | 132 |
Avg Bars in Losers | 52 | 52 | 52 | 52 | 52 | 52 |
Bars Traded | 24827 | 12275 | 12552 | 24827 | 12275 | 12552 |
Profit Streak | 18.5936 | 18.5936 | 20.2186 | 18.5936 | 18.5936 | 20.2186 |
Trades During Streak | 2 | 1 | 1 | 2 | 1 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 392152 | 206339 | -24241 | 267973 | 77600 | -3630 |
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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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