Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 502111.5965 | 438692.2187 | 63419.3778 | 25343.3605 | -28204.9903 | 53548.3508 |
Total P&L (%) | 502.1116 | 438.6922 | 63.4194 | 25.3434 | -28.205 | 53.5484 |
Avg Daily Profit (%) | 0.2588 | 0.2261 | 0.0327 | 0.0116 | -0.0171 | 0.0221 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -141691 | -98837 | -125389 | -262149 | -218332 | -90213 |
Profit Factor | 1.4141 | 1.6783 | 1.1121 | 1.0199 | 0.9608 | 1.0962 |
Total Trades | 282 | 141 | 141 | 282 | 141 | 141 |
Winning Trades | 135 | 66 | 69 | 135 | 66 | 69 |
Losing Trades | 147 | 75 | 72 | 147 | 75 | 72 |
Profitability (%) | 47.8723 | 46.8085 | 48.9362 | 47.8723 | 46.8085 | 48.9362 |
Ratio Avg Win / Avg Loss | 1.5398 | 1.9071 | 1.1604 | 1.1105 | 1.0918 | 1.1439 |
Largest Winning Trade | 241288 | 241288 | 54414 | 83211 | 79456 | 83211 |
Largest Losing Trade | -71060 | -35139 | -71060 | -54660 | -54660 | -43445 |
Avg Bars in Trades | 26 | 28 | 23 | 26 | 28 | 23 |
Avg Bars in Winners | 32 | 30 | 34 | 32 | 30 | 34 |
Avg Bars in Losers | 20 | 27 | 13 | 20 | 27 | 13 |
Bars Traded | 7439 | 4067 | 3372 | 7439 | 4067 | 3372 |
Profit Streak | 11.9741 | 11.9741 | 14.9741 | 11.9741 | 11.9741 | 14.9741 |
Trades During Streak | 2 | 1 | 1 | 2 | 1 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 447996 | 378122 | -246624 | -377464 | -579631 | -278826 |
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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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