Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 387996.8257 | 334034.0729 | 53962.7528 | 61085.2678 | 66490.9007 | -5405.6329 |
Total P&L (%) | 387.9968 | 334.0341 | 53.9628 | 61.0853 | 66.4909 | -5.4056 |
Avg Daily Profit (%) | 0.2095 | 0.1804 | 0.0291 | 0.0257 | 0.0275 | -0.003 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -141389 | -167295 | -145030 | -228939 | -178364 | -189311 |
Profit Factor | 1.3193 | 1.5497 | 1.0889 | 1.0467 | 1.1021 | 0.9918 |
Total Trades | 261 | 130 | 131 | 261 | 130 | 131 |
Winning Trades | 117 | 50 | 67 | 117 | 50 | 67 |
Losing Trades | 144 | 80 | 64 | 144 | 80 | 64 |
Profitability (%) | 44.8276 | 38.4615 | 51.145 | 44.8276 | 38.4615 | 51.145 |
Ratio Avg Win / Avg Loss | 1.6238 | 2.4794 | 1.0401 | 1.2882 | 1.7633 | 0.9474 |
Largest Winning Trade | 117827 | 117827 | 67261 | 73680 | 59056 | 73680 |
Largest Losing Trade | -31172 | -28531 | -31172 | -47858 | -46103 | -47858 |
Avg Bars in Trades | 84 | 93 | 75 | 84 | 93 | 75 |
Avg Bars in Winners | 103 | 118 | 92 | 103 | 118 | 92 |
Avg Bars in Losers | 68 | 77 | 56 | 68 | 77 | 56 |
Bars Traded | 21991 | 12140 | 9851 | 21991 | 12140 | 9851 |
Profit Streak | 10.0462 | 10.2962 | 10.0462 | 10.0462 | 10.2962 | 10.0462 |
Trades During Streak | 4 | 2 | 2 | 4 | 2 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 358272 | 236800 | -276757 | -327308 | -267063 | -579733 |
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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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