Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 363752.5185 | 268583.8775 | 95168.641 | 45535.9108 | 75836.0387 | -30300.1279 |
Total P&L (%) | 363.7525 | 268.5839 | 95.1686 | 45.5359 | 75.836 | -30.3001 |
Avg Daily Profit (%) | 0.1888 | 0.1394 | 0.0494 | 0.0195 | 0.0293 | -0.0187 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -166530 | -128421 | -101613 | -427078 | -164267 | -312452 |
Profit Factor | 1.3147 | 1.4138 | 1.1878 | 1.0234 | 1.0732 | 0.9666 |
Total Trades | 243 | 121 | 122 | 243 | 121 | 122 |
Winning Trades | 121 | 58 | 63 | 121 | 58 | 63 |
Losing Trades | 122 | 63 | 59 | 122 | 63 | 59 |
Profitability (%) | 49.7942 | 47.9339 | 51.6393 | 49.7942 | 47.9339 | 51.6393 |
Ratio Avg Win / Avg Loss | 1.3256 | 1.5357 | 1.1124 | 1.0319 | 1.1658 | 0.9052 |
Largest Winning Trade | 130454 | 130454 | 50496 | 121496 | 121496 | 59910 |
Largest Losing Trade | -40257 | -37192 | -40257 | -117220 | -66689 | -117220 |
Avg Bars in Trades | 92 | 104 | 80 | 92 | 104 | 80 |
Avg Bars in Winners | 114 | 122 | 106 | 114 | 122 | 106 |
Avg Bars in Losers | 70 | 87 | 52 | 70 | 87 | 52 |
Bars Traded | 22427 | 12651 | 9776 | 22427 | 12651 | 9776 |
Profit Streak | 38.0554 | 38.0554 | 123.0554 | 38.0554 | 38.0554 | 123.0554 |
Trades During Streak | 3 | 1 | 5 | 3 | 1 | 5 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 371606 | -5559 | -139533 | -360690 | -294199 | -579375 |
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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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