Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 600911.9884 | 473145.4427 | 127766.5456 | 547723.1631 | 377862.2338 | 169860.9293 |
Total P&L (%) | 600.912 | 473.1454 | 127.7665 | 547.7232 | 377.8622 | 169.8609 |
Avg Daily Profit (%) | 0.2628 | 0.2069 | 0.0559 | 0.0817 | 0.0684 | 0.0434 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -126930 | -168621 | -81684 | -297697 | -257634 | -206664 |
Profit Factor | 1.5071 | 1.773 | 1.223 | 1.3604 | 1.4475 | 1.2515 |
Total Trades | 239 | 119 | 120 | 239 | 119 | 120 |
Winning Trades | 122 | 59 | 63 | 122 | 59 | 63 |
Losing Trades | 117 | 60 | 57 | 117 | 60 | 57 |
Profitability (%) | 51.046 | 49.5798 | 52.5 | 51.046 | 49.5798 | 52.5 |
Ratio Avg Win / Avg Loss | 1.4454 | 1.8031 | 1.1066 | 1.3046 | 1.472 | 1.1323 |
Largest Winning Trade | 222466 | 222466 | 56143 | 147099 | 147099 | 63939 |
Largest Losing Trade | -57613 | -39882 | -57613 | -156990 | -156990 | -82823 |
Avg Bars in Trades | 18 | 22 | 14 | 18 | 22 | 14 |
Avg Bars in Winners | 20 | 22 | 18 | 20 | 22 | 18 |
Avg Bars in Losers | 16 | 22 | 11 | 16 | 22 | 11 |
Bars Traded | 4432 | 2648 | 1784 | 4432 | 2648 | 1784 |
Profit Streak | 90.397 | 96.397 | 90.397 | 90.397 | 96.397 | 90.397 |
Trades During Streak | 6 | 3 | 3 | 6 | 3 | 3 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 470751 | 441949 | -116977 | -79817 | -99364 | -133402 |
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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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