Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 191741.2491 | 171596.9187 | 20144.3304 | 51360.8349 | 52941.8962 | -1581.0613 |
Total P&L (%) | 191.7412 | 171.5969 | 20.1443 | 51.3608 | 52.9419 | -1.5811 |
Avg Daily Profit (%) | 0.1841 | 0.1647 | 0.0193 | 0.0398 | 0.0408 | -0.0015 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -132480 | -98600 | -63813 | -132921 | -114128 | -94275 |
Profit Factor | 1.2232 | 1.4141 | 1.0453 | 1.0598 | 1.1297 | 0.9965 |
Total Trades | 386 | 193 | 193 | 386 | 193 | 193 |
Winning Trades | 162 | 78 | 84 | 162 | 78 | 84 |
Losing Trades | 224 | 115 | 109 | 224 | 115 | 109 |
Profitability (%) | 41.9689 | 40.4145 | 43.5233 | 41.9689 | 40.4145 | 43.5233 |
Ratio Avg Win / Avg Loss | 1.6913 | 2.085 | 1.3564 | 1.4654 | 1.6656 | 1.2931 |
Largest Winning Trade | 140483 | 140483 | 24945 | 104343 | 104343 | 22979 |
Largest Losing Trade | -25810 | -18774 | -25810 | -46103 | -29669 | -46103 |
Avg Bars in Trades | 64 | 62 | 65 | 64 | 62 | 65 |
Avg Bars in Winners | 86 | 84 | 89 | 86 | 84 | 89 |
Avg Bars in Losers | 47 | 47 | 47 | 47 | 47 | 47 |
Bars Traded | 24771 | 12118 | 12654 | 24771 | 12118 | 12654 |
Profit Streak | 17.5113 | 17.5113 | 19.4696 | 17.5113 | 17.5113 | 19.4696 |
Trades During Streak | 3 | 1 | 2 | 3 | 1 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 308952 | 234254 | -345530 | -295336 | -219003 | -580109 |
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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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