Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 321215.4418 | 127817.5476 | 193397.8942 | 241750.0254 | 215519.2173 | 26230.8081 |
Total P&L (%) | 321.2154 | 127.8175 | 193.3979 | 241.75 | 215.5192 | 26.2308 |
Avg Daily Profit (%) | 0.211 | 0.084 | 0.1271 | 0.0808 | 0.0755 | 0.0153 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -136289 | -124824 | -82320 | -1015407 | -674170 | -623096 |
Profit Factor | 1.2958 | 1.2267 | 1.3704 | 1.0516 | 1.0906 | 1.0114 |
Total Trades | 268 | 134 | 134 | 268 | 134 | 134 |
Winning Trades | 118 | 53 | 65 | 118 | 53 | 65 |
Losing Trades | 150 | 81 | 69 | 150 | 81 | 69 |
Profitability (%) | 44.0299 | 39.5522 | 48.5075 | 44.0299 | 39.5522 | 48.5075 |
Ratio Avg Win / Avg Loss | 1.6472 | 1.8748 | 1.4547 | 1.3368 | 1.6667 | 1.0736 |
Largest Winning Trade | 76646 | 76646 | 46655 | 324844 | 324844 | 126660 |
Largest Losing Trade | -27998 | -21740 | -27998 | -201943 | -162652 | -201943 |
Avg Bars in Trades | 11 | 11 | 11 | 11 | 11 | 11 |
Avg Bars in Winners | 14 | 13 | 14 | 14 | 13 | 14 |
Avg Bars in Losers | 9 | 9 | 7 | 9 | 9 | 7 |
Bars Traded | 3008 | 1526 | 1482 | 3008 | 1526 | 1482 |
Profit Streak | 18.6773 | 18.6773 | 21.1773 | 18.6773 | 18.6773 | 21.1773 |
Trades During Streak | 2 | 1 | 1 | 2 | 1 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 335105 | -83508 | -22818 | -248456 | -215312 | -383810 |
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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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