Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 432835.03 | 382962.0735 | 49872.9566 | 127716.2719 | 85171.6832 | 42544.5887 |
Total P&L (%) | 432.835 | 382.9621 | 49.873 | 127.7163 | 85.1717 | 42.5446 |
Avg Daily Profit (%) | 0.2078 | 0.1839 | 0.0239 | 0.0395 | 0.0296 | 0.017 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -153517 | -170086 | -115331 | -321058 | -359964 | -149659 |
Profit Factor | 1.3596 | 1.6178 | 1.0854 | 1.0697 | 1.0845 | 1.0516 |
Total Trades | 262 | 131 | 131 | 262 | 131 | 131 |
Winning Trades | 109 | 52 | 57 | 109 | 52 | 57 |
Losing Trades | 153 | 79 | 74 | 153 | 79 | 74 |
Profitability (%) | 41.6031 | 39.6947 | 43.5115 | 41.6031 | 39.6947 | 43.5115 |
Ratio Avg Win / Avg Loss | 1.9085 | 2.4578 | 1.4092 | 1.5015 | 1.6476 | 1.3653 |
Largest Winning Trade | 138054 | 138054 | 45578 | 135200 | 135200 | 60264 |
Largest Losing Trade | -35677 | -34290 | -35677 | -121396 | -121396 | -79471 |
Avg Bars in Trades | 94 | 101 | 87 | 94 | 101 | 87 |
Avg Bars in Winners | 134 | 141 | 128 | 134 | 141 | 128 |
Avg Bars in Losers | 65 | 75 | 55 | 65 | 75 | 55 |
Bars Traded | 24787 | 13345 | 11442 | 24787 | 13345 | 11442 |
Profit Streak | 26.9021 | 35.3188 | 26.9021 | 26.9021 | 35.3188 | 26.9021 |
Trades During Streak | 2 | 1 | 1 | 2 | 1 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 301217 | 247466 | -290955 | -283746 | -283521 | -338044 |
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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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