Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 720096.2286 | 635161.5099 | 84934.7188 | 484409.3746 | 252394.4245 | 232014.9501 |
Total P&L (%) | 720.0962 | 635.1615 | 84.9347 | 484.4094 | 252.3944 | 232.015 |
Avg Daily Profit (%) | 0.3855 | 0.34 | 0.0455 | 0.0946 | 0.0675 | 0.0643 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -139407 | -130264 | -85990 | -396989 | -508087 | -259153 |
Profit Factor | 2.1363 | 2.6275 | 1.3489 | 1.1879 | 1.152 | 1.2529 |
Total Trades | 142 | 71 | 71 | 142 | 71 | 71 |
Winning Trades | 46 | 18 | 28 | 46 | 18 | 28 |
Losing Trades | 96 | 53 | 43 | 96 | 53 | 43 |
Profitability (%) | 32.3944 | 25.3521 | 39.4366 | 32.3944 | 25.3521 | 39.4366 |
Ratio Avg Win / Avg Loss | 4.4584 | 7.7365 | 2.0715 | 2.4791 | 3.3919 | 1.9241 |
Largest Winning Trade | 504238 | 504238 | 56418 | 422726 | 422726 | 225497 |
Largest Losing Trade | -25883 | -21853 | -25883 | -159773 | -159773 | -72227 |
Avg Bars in Trades | 24 | 26 | 23 | 24 | 26 | 23 |
Avg Bars in Winners | 49 | 62 | 41 | 49 | 62 | 41 |
Avg Bars in Losers | 12 | 13 | 12 | 12 | 13 | 12 |
Bars Traded | 3520 | 1849 | 1671 | 3520 | 1849 | 1671 |
Profit Streak | 32.5246 | 32.5246 | 37.0246 | 32.5246 | 32.5246 | 37.0246 |
Trades During Streak | 2 | 1 | 1 | 2 | 1 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 305636 | -100156 | -220932 | -84662 | -269507 | -196461 |
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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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