Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 401565.6289 | 331384.0052 | 70181.6238 | 177396.8507 | 157234.6533 | 20162.1974 |
Total P&L (%) | 401.5656 | 331.384 | 70.1816 | 177.3969 | 157.2347 | 20.1622 |
Avg Daily Profit (%) | 0.3692 | 0.3047 | 0.0645 | 0.0938 | 0.0869 | 0.0169 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -120874 | -78420 | -96613 | -441092 | -336676 | -267768 |
Profit Factor | 1.6433 | 1.999 | 1.2399 | 1.0933 | 1.1566 | 1.0225 |
Total Trades | 189 | 95 | 94 | 189 | 95 | 94 |
Winning Trades | 69 | 31 | 38 | 69 | 31 | 38 |
Losing Trades | 120 | 64 | 56 | 120 | 64 | 56 |
Profitability (%) | 36.5079 | 32.6316 | 40.4255 | 36.5079 | 32.6316 | 40.4255 |
Ratio Avg Win / Avg Loss | 2.8579 | 4.1271 | 1.8272 | 1.9014 | 2.3879 | 1.5068 |
Largest Winning Trade | 379293 | 379293 | 37380 | 448765 | 448765 | 81626 |
Largest Losing Trade | -20455 | -16664 | -20455 | -59973 | -59973 | -58055 |
Avg Bars in Trades | 16 | 17 | 16 | 16 | 17 | 16 |
Avg Bars in Winners | 30 | 35 | 26 | 30 | 35 | 26 |
Avg Bars in Losers | 9 | 9 | 9 | 9 | 9 | 9 |
Bars Traded | 3204 | 1683 | 1521 | 3204 | 1683 | 1521 |
Profit Streak | 18.5502 | 18.5502 | 22.8835 | 18.5502 | 18.5502 | 22.8835 |
Trades During Streak | 2 | 1 | 1 | 2 | 1 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 333552 | 219557 | -109147 | -187375 | -130288 | -374974 |
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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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