Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 462514.1383 | 301932.624 | 160581.5142 | 627232.1016 | 468056.9504 | 159175.1512 |
Total P&L (%) | 462.5141 | 301.9326 | 160.5815 | 627.2321 | 468.057 | 159.1752 |
Avg Daily Profit (%) | 0.3408 | 0.2225 | 0.1183 | 0.1463 | 0.1281 | 0.0702 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -132086 | -80263 | -100219 | -263795 | -244936 | -307916 |
Profit Factor | 1.6213 | 1.7861 | 1.4456 | 1.3183 | 1.4762 | 1.1612 |
Total Trades | 189 | 94 | 95 | 189 | 94 | 95 |
Winning Trades | 70 | 28 | 42 | 70 | 28 | 42 |
Losing Trades | 119 | 66 | 53 | 119 | 66 | 53 |
Profitability (%) | 37.037 | 29.7872 | 44.2105 | 37.037 | 29.7872 | 44.2105 |
Ratio Avg Win / Avg Loss | 2.7562 | 4.2101 | 1.8242 | 2.2411 | 3.4796 | 1.4653 |
Largest Winning Trade | 234158 | 234158 | 42257 | 225583 | 225583 | 137529 |
Largest Losing Trade | -28636 | -17637 | -28636 | -81626 | -56538 | -81626 |
Avg Bars in Trades | 21 | 19 | 22 | 21 | 19 | 22 |
Avg Bars in Winners | 40 | 41 | 39 | 40 | 41 | 39 |
Avg Bars in Losers | 9 | 9 | 10 | 9 | 9 | 10 |
Bars Traded | 3991 | 1812 | 2179 | 3991 | 1812 | 2179 |
Profit Streak | 30.2053 | 30.2053 | 30.5386 | 30.2053 | 30.2053 | 30.5386 |
Trades During Streak | 3 | 1 | 2 | 3 | 1 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 345070 | 107999 | -34212 | 61112 | -27950 | -143725 |
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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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