Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 435062.1877 | 280133.0196 | 154929.1681 | 762105.3375 | 507385.023 | 254720.3145 |
Total P&L (%) | 435.0622 | 280.133 | 154.9292 | 762.1053 | 507.385 | 254.7203 |
Avg Daily Profit (%) | 0.3213 | 0.2069 | 0.1144 | 0.1592 | 0.1333 | 0.0936 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -92601 | -84673 | -43315 | -386007 | -373404 | -158793 |
Profit Factor | 1.6941 | 1.7852 | 1.5737 | 1.4274 | 1.5138 | 1.3201 |
Total Trades | 139 | 70 | 69 | 139 | 70 | 69 |
Winning Trades | 56 | 21 | 35 | 56 | 21 | 35 |
Losing Trades | 83 | 49 | 34 | 83 | 49 | 34 |
Profitability (%) | 40.2878 | 30 | 50.7246 | 40.2878 | 30 | 50.7246 |
Ratio Avg Win / Avg Loss | 2.5109 | 4.1655 | 1.5287 | 2.1155 | 3.5321 | 1.2824 |
Largest Winning Trade | 143308 | 143308 | 35020 | 220432 | 220432 | 105307 |
Largest Losing Trade | -21223 | -12607 | -21223 | -86389 | -79236 | -86389 |
Avg Bars in Trades | 18 | 17 | 18 | 18 | 17 | 18 |
Avg Bars in Winners | 31 | 37 | 27 | 31 | 37 | 27 |
Avg Bars in Losers | 8 | 8 | 8 | 8 | 8 | 8 |
Bars Traded | 2504 | 1235 | 1269 | 2504 | 1235 | 1269 |
Profit Streak | 33.1504 | 33.1504 | 35.6504 | 33.1504 | 33.1504 | 35.6504 |
Trades During Streak | 2 | 1 | 1 | 2 | 1 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 350348 | -90351 | -138140 | 270955 | -113541 | -168623 |
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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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