Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 382201.8625 | 232552.6325 | 149649.23 | 365907.0866 | 134755.5197 | 231151.567 |
Total P&L (%) | 382.2019 | 232.5526 | 149.6492 | 365.9071 | 134.7555 | 231.1516 |
Avg Daily Profit (%) | 0.1949 | 0.1186 | 0.0763 | 0.0785 | 0.0435 | 0.0611 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -102040 | -94181 | -65769 | -371565 | -332516 | -248718 |
Profit Factor | 1.4228 | 1.4584 | 1.3773 | 1.1522 | 1.0999 | 1.2189 |
Total Trades | 253 | 127 | 126 | 253 | 127 | 126 |
Winning Trades | 109 | 50 | 59 | 109 | 50 | 59 |
Losing Trades | 144 | 77 | 67 | 144 | 77 | 67 |
Profitability (%) | 43.083 | 39.3701 | 46.8254 | 43.083 | 39.3701 | 46.8254 |
Ratio Avg Win / Avg Loss | 1.8797 | 2.246 | 1.5641 | 1.5221 | 1.6939 | 1.3842 |
Largest Winning Trade | 128488 | 128488 | 42492 | 217072 | 217072 | 124246 |
Largest Losing Trade | -30003 | -30003 | -22468 | -96403 | -90794 | -96403 |
Avg Bars in Trades | 91 | 92 | 91 | 91 | 92 | 91 |
Avg Bars in Winners | 127 | 128 | 127 | 127 | 128 | 127 |
Avg Bars in Losers | 64 | 68 | 59 | 64 | 68 | 59 |
Bars Traded | 23224 | 11725 | 11499 | 23224 | 11725 | 11499 |
Profit Streak | 192.7336 | 212.1502 | 192.7336 | 192.7336 | 212.1502 | 192.7336 |
Trades During Streak | 3 | 3 | 1 | 3 | 3 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 342585 | -35516 | -90252 | -140159 | -247265 | -112642 |
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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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