Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 474187.514 | 310075.253 | 164112.2609 | 400501.3439 | 299496.4532 | 101004.8907 |
Total P&L (%) | 474.1875 | 310.0753 | 164.1123 | 400.5013 | 299.4965 | 101.0049 |
Avg Daily Profit (%) | 0.2707 | 0.177 | 0.0937 | 0.092 | 0.0791 | 0.0399 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -281687 | -151681 | -130006 | -391155 | -170929 | -263985 |
Profit Factor | 1.4377 | 1.5652 | 1.3069 | 1.2585 | 1.3818 | 1.1321 |
Total Trades | 221 | 111 | 110 | 221 | 111 | 110 |
Winning Trades | 134 | 65 | 69 | 134 | 65 | 69 |
Losing Trades | 87 | 46 | 41 | 87 | 46 | 41 |
Profitability (%) | 60.6335 | 58.5586 | 62.7273 | 60.6335 | 58.5586 | 62.7273 |
Ratio Avg Win / Avg Loss | 0.9335 | 1.1077 | 0.7766 | 0.8171 | 0.9779 | 0.6727 |
Largest Winning Trade | 81998 | 81998 | 41932 | 149397 | 149397 | 104842 |
Largest Losing Trade | -51621 | -32499 | -51621 | -208048 | -106832 | -208048 |
Avg Bars in Trades | 92 | 68 | 116 | 92 | 68 | 116 |
Avg Bars in Winners | 84 | 57 | 110 | 84 | 57 | 110 |
Avg Bars in Losers | 105 | 85 | 127 | 105 | 85 | 127 |
Bars Traded | 20494 | 7654 | 12840 | 20494 | 7654 | 12840 |
Profit Streak | 9.4411 | 9.6078 | 9.4411 | 9.4411 | 9.6078 | 9.4411 |
Trades During Streak | 3 | 2 | 1 | 3 | 2 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 416368 | 399152 | -67373 | -67921 | -86463 | -214491 |
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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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