Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 429086.026 | 304437.4235 | 124648.6026 | 179850.9195 | 73595.3789 | 106255.5405 |
Total P&L (%) | 429.086 | 304.4374 | 124.6486 | 179.8509 | 73.5954 | 106.2555 |
Avg Daily Profit (%) | 0.2238 | 0.1588 | 0.065 | 0.0537 | 0.0288 | 0.0378 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -182285 | -199510 | -101962 | -68272 | -82763 | -58314 |
Profit Factor | 1.419 | 1.4845 | 1.315 | 1.3256 | 1.2195 | 1.4895 |
Total Trades | 303 | 151 | 152 | 303 | 151 | 152 |
Winning Trades | 148 | 66 | 82 | 148 | 66 | 82 |
Losing Trades | 155 | 85 | 70 | 155 | 85 | 70 |
Profitability (%) | 48.8449 | 43.7086 | 53.9474 | 48.8449 | 43.7086 | 53.9474 |
Ratio Avg Win / Avg Loss | 1.4861 | 1.9118 | 1.1226 | 1.3883 | 1.5705 | 1.2715 |
Largest Winning Trade | 148315 | 148315 | 45944 | 41121 | 41121 | 27252 |
Largest Losing Trade | -60864 | -36237 | -60864 | -66786 | -66786 | -42053 |
Avg Bars in Trades | 24 | 35 | 12 | 24 | 35 | 12 |
Avg Bars in Winners | 22 | 30 | 15 | 22 | 30 | 15 |
Avg Bars in Losers | 25 | 39 | 9 | 25 | 39 | 9 |
Bars Traded | 7354 | 5389 | 1965 | 7354 | 5389 | 1965 |
Profit Streak | 26.4393 | 26.4393 | 49.6893 | 26.4393 | 26.4393 | 49.6893 |
Trades During Streak | 3 | 1 | 4 | 3 | 1 | 4 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 414469 | 285184 | -103440 | -118111 | -155414 | -138700 |
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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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