Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 516139.1012 | 442619.6656 | 73519.4356 | 14008.7555 | 216843.5686 | -202834.8131 |
Total P&L (%) | 516.1391 | 442.6197 | 73.5194 | 14.0088 | 216.8436 | -202.8348 |
Avg Daily Profit (%) | 0.2783 | 0.2387 | 0.0396 | 0.0071 | 0.0622 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -129507 | -104041 | -138305 | -418601 | -135215 | -382650 |
Profit Factor | 1.3677 | 1.6176 | 1.107 | 1.0118 | 1.4518 | 0.7131 |
Total Trades | 304 | 152 | 152 | 304 | 152 | 152 |
Winning Trades | 163 | 77 | 86 | 163 | 77 | 86 |
Losing Trades | 141 | 75 | 66 | 141 | 75 | 66 |
Profitability (%) | 53.6184 | 50.6579 | 56.5789 | 53.6184 | 50.6579 | 56.5789 |
Ratio Avg Win / Avg Loss | 1.1831 | 1.5756 | 0.8496 | 0.8752 | 1.4141 | 0.5473 |
Largest Winning Trade | 150028 | 150028 | 48513 | 127993 | 127993 | 54964 |
Largest Losing Trade | -73503 | -50637 | -73503 | -316574 | -72300 | -316574 |
Avg Bars in Trades | 23 | 25 | 22 | 23 | 25 | 22 |
Avg Bars in Winners | 22 | 27 | 18 | 22 | 27 | 18 |
Avg Bars in Losers | 24 | 23 | 26 | 24 | 23 | 26 |
Bars Traded | 7171 | 3822 | 3349 | 7171 | 3822 | 3349 |
Profit Streak | 23.0729 | 23.0729 | 73.8229 | 23.0729 | 23.0729 | 73.8229 |
Trades During Streak | 3 | 1 | 5 | 3 | 1 | 5 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 468253 | 437921 | -241576 | -429851 | -107704 | -577933 |
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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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