Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 395060.5448 | 220486.1899 | 174574.3548 | 420186.1863 | 85149.7215 | 335036.4648 |
Total P&L (%) | 395.0605 | 220.4862 | 174.5744 | 420.1862 | 85.1497 | 335.0365 |
Avg Daily Profit (%) | 0.2447 | 0.1366 | 0.1081 | 0.1022 | 0.0382 | 0.0911 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -88384 | -112957 | -42520 | -452992 | -332528 | -205633 |
Profit Factor | 1.8767 | 1.8106 | 1.9774 | 1.2959 | 1.098 | 1.6079 |
Total Trades | 135 | 68 | 67 | 135 | 68 | 67 |
Winning Trades | 66 | 29 | 37 | 66 | 29 | 37 |
Losing Trades | 69 | 39 | 30 | 69 | 39 | 30 |
Profitability (%) | 48.8889 | 42.6471 | 55.2239 | 48.8889 | 42.6471 | 55.2239 |
Ratio Avg Win / Avg Loss | 1.962 | 2.4349 | 1.6033 | 1.3548 | 1.4766 | 1.3037 |
Largest Winning Trade | 242780 | 242780 | 48767 | 269688 | 269688 | 242562 |
Largest Losing Trade | -34090 | -34090 | -31334 | -143277 | -125578 | -143277 |
Avg Bars in Trades | 32 | 26 | 39 | 32 | 26 | 39 |
Avg Bars in Winners | 40 | 26 | 52 | 40 | 26 | 52 |
Avg Bars in Losers | 25 | 26 | 24 | 25 | 26 | 24 |
Bars Traded | 4451 | 1786 | 2665 | 4451 | 1786 | 2665 |
Profit Streak | 47.139 | 47.139 | 73.8057 | 47.139 | 47.139 | 73.8057 |
Trades During Streak | 2 | 1 | 1 | 2 | 1 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 449254 | -118782 | -160337 | -55594 | -366125 | -184855 |
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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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