Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 462124.5424 | 388573.0082 | 73551.5342 | 129152.8325 | 194414.0013 | -65261.1688 |
Total P&L (%) | 462.1245 | 388.573 | 73.5515 | 129.1528 | 194.414 | -65.2612 |
Avg Daily Profit (%) | 0.2017 | 0.1696 | 0.0321 | 0.0362 | 0.0471 | -0.0461 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -164281 | -126120 | -169740 | -384136 | -318321 | -376609 |
Profit Factor | 1.3268 | 1.5715 | 1.1002 | 1.0456 | 1.144 | 0.9559 |
Total Trades | 274 | 137 | 137 | 274 | 137 | 137 |
Winning Trades | 140 | 61 | 79 | 140 | 61 | 79 |
Losing Trades | 134 | 76 | 58 | 134 | 76 | 58 |
Profitability (%) | 51.0949 | 44.5255 | 57.6642 | 51.0949 | 44.5255 | 57.6642 |
Ratio Avg Win / Avg Loss | 1.27 | 1.958 | 0.8077 | 1.0008 | 1.4253 | 0.7018 |
Largest Winning Trade | 100528 | 100528 | 45567 | 121132 | 121132 | 80978 |
Largest Losing Trade | -47265 | -29938 | -47265 | -202913 | -83880 | -202913 |
Avg Bars in Trades | 16 | 16 | 16 | 16 | 16 | 16 |
Avg Bars in Winners | 16 | 16 | 16 | 16 | 16 | 16 |
Avg Bars in Losers | 16 | 16 | 16 | 16 | 16 | 16 |
Bars Traded | 4414 | 2207 | 2207 | 4414 | 2207 | 2207 |
Profit Streak | 29.9005 | 29.9005 | 70.4005 | 29.9005 | 29.9005 | 70.4005 |
Trades During Streak | 3 | 1 | 4 | 3 | 1 | 4 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 403287 | 313691 | -259478 | -311568 | -193578 | -578268 |
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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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