Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 550975.3835 | 422620.7776 | 128354.6059 | 480594.124 | 186159.7205 | 294434.4035 |
Total P&L (%) | 550.9754 | 422.6208 | 128.3546 | 480.5941 | 186.1597 | 294.4344 |
Avg Daily Profit (%) | 0.3405 | 0.2612 | 0.0793 | 0.1088 | 0.065 | 0.0848 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -144240 | -85935 | -174006 | -236130 | -152465 | -225037 |
Profit Factor | 1.6468 | 1.9509 | 1.3151 | 1.3705 | 1.2554 | 1.5182 |
Total Trades | 126 | 63 | 63 | 126 | 63 | 63 |
Winning Trades | 59 | 27 | 32 | 59 | 27 | 32 |
Losing Trades | 67 | 36 | 31 | 67 | 36 | 31 |
Profitability (%) | 46.8254 | 42.8571 | 50.7937 | 46.8254 | 42.8571 | 50.7937 |
Ratio Avg Win / Avg Loss | 1.8701 | 2.6012 | 1.274 | 1.5563 | 1.6738 | 1.4708 |
Largest Winning Trade | 216929 | 216929 | 44522 | 193270 | 193270 | 178861 |
Largest Losing Trade | -49903 | -30679 | -49903 | -79243 | -79243 | -74179 |
Avg Bars in Trades | 152 | 166 | 137 | 152 | 166 | 137 |
Avg Bars in Winners | 196 | 225 | 171 | 196 | 225 | 171 |
Avg Bars in Losers | 113 | 122 | 102 | 113 | 122 | 102 |
Bars Traded | 19159 | 10512 | 8647 | 19159 | 10512 | 8647 |
Profit Streak | 509.5759 | 512.7426 | 509.5759 | 509.5759 | 512.7426 | 509.5759 |
Trades During Streak | 2 | 1 | 1 | 2 | 1 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 447013 | -137302 | -232851 | -46099 | -254367 | -224250 |
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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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