Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 432161.9683 | 321321.6575 | 110840.3108 | 225941.2299 | 254359.4955 | -28418.2656 |
Total P&L (%) | 432.162 | 321.3217 | 110.8403 | 225.9412 | 254.3595 | -28.4183 |
Avg Daily Profit (%) | 0.2254 | 0.1676 | 0.0578 | 0.0616 | 0.066 | -0.0174 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -125057 | -140098 | -68598 | -796061 | -759763 | -435428 |
Profit Factor | 1.3711 | 1.4822 | 1.2225 | 1.0449 | 1.0885 | 0.9868 |
Total Trades | 264 | 132 | 132 | 264 | 132 | 132 |
Winning Trades | 115 | 51 | 64 | 115 | 51 | 64 |
Losing Trades | 149 | 81 | 68 | 149 | 81 | 68 |
Profitability (%) | 43.5606 | 38.6364 | 48.4848 | 43.5606 | 38.6364 | 48.4848 |
Ratio Avg Win / Avg Loss | 1.7765 | 2.3541 | 1.2989 | 1.3539 | 1.7288 | 1.0485 |
Largest Winning Trade | 124391 | 124391 | 41350 | 424219 | 424219 | 141355 |
Largest Losing Trade | -31842 | -30376 | -31842 | -178977 | -153282 | -178977 |
Avg Bars in Trades | 42 | 44 | 40 | 42 | 44 | 40 |
Avg Bars in Winners | 57 | 62 | 53 | 57 | 62 | 53 |
Avg Bars in Losers | 31 | 33 | 27 | 31 | 33 | 27 |
Bars Traded | 11258 | 5937 | 5321 | 11258 | 5937 | 5321 |
Profit Streak | 29.6645 | 29.6645 | 114.1645 | 29.6645 | 29.6645 | 114.1645 |
Trades During Streak | 2 | 1 | 5 | 2 | 1 | 5 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 336554 | 200498 | -115490 | -281847 | -230937 | -578479 |
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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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