Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 432949.1435 | 310786.2309 | 122162.9126 | 421361.3461 | 473614.3813 | -52253.0353 |
Total P&L (%) | 432.9491 | 310.7862 | 122.1629 | 421.3613 | 473.6144 | -52.253 |
Avg Daily Profit (%) | 0.4239 | 0.3043 | 0.1196 | 0.1618 | 0.1712 | -0.0724 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -132933 | -87553 | -84198 | -583358 | -338696 | -284488 |
Profit Factor | 1.8422 | 2.2477 | 1.4611 | 1.3265 | 1.7943 | 0.9247 |
Total Trades | 135 | 68 | 67 | 135 | 68 | 67 |
Winning Trades | 54 | 24 | 30 | 54 | 24 | 30 |
Losing Trades | 81 | 44 | 37 | 81 | 44 | 37 |
Profitability (%) | 40 | 35.2941 | 44.7761 | 40 | 35.2941 | 44.7761 |
Ratio Avg Win / Avg Loss | 2.7634 | 4.1208 | 1.802 | 1.9897 | 3.2895 | 1.1405 |
Largest Winning Trade | 187012 | 187012 | 47891 | 560766 | 560766 | 97101 |
Largest Losing Trade | -51766 | -22557 | -51766 | -139944 | -94887 | -139944 |
Avg Bars in Trades | 87 | 80 | 94 | 87 | 80 | 94 |
Avg Bars in Winners | 151 | 150 | 152 | 151 | 150 | 152 |
Avg Bars in Losers | 44 | 41 | 48 | 44 | 41 | 48 |
Bars Traded | 11818 | 5455 | 6363 | 11818 | 5455 | 6363 |
Profit Streak | 55.9237 | 56.4237 | 55.9237 | 55.9237 | 56.4237 | 55.9237 |
Trades During Streak | 3 | 2 | 1 | 3 | 2 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 392448 | -101404 | -149560 | 234795 | -103417 | -697539 |
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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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