Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 458284.2535 | 264154.7504 | 194129.5031 | 345846.1709 | 392033.817 | -46187.6462 |
Total P&L (%) | 458.2843 | 264.1548 | 194.1295 | 345.8462 | 392.0338 | -46.1876 |
Avg Daily Profit (%) | 0.2386 | 0.1375 | 0.1011 | 0.0779 | 0.083 | -0.0323 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -99981 | -92423 | -123099 | -731172 | -334914 | -571545 |
Profit Factor | 1.4407 | 1.5294 | 1.359 | 1.1032 | 1.2603 | 0.9749 |
Total Trades | 272 | 136 | 136 | 272 | 136 | 136 |
Winning Trades | 208 | 100 | 108 | 208 | 100 | 108 |
Losing Trades | 64 | 36 | 28 | 64 | 36 | 28 |
Profitability (%) | 76.4706 | 73.5294 | 79.4118 | 76.4706 | 73.5294 | 79.4118 |
Ratio Avg Win / Avg Loss | 0.4433 | 0.5506 | 0.3523 | 0.3395 | 0.4537 | 0.2528 |
Largest Winning Trade | 29965 | 27352 | 29965 | 102795 | 85876 | 102795 |
Largest Losing Trade | -55282 | -46625 | -55282 | -484682 | -201882 | -484682 |
Avg Bars in Trades | 13 | 14 | 13 | 13 | 14 | 13 |
Avg Bars in Winners | 8 | 6 | 9 | 8 | 6 | 9 |
Avg Bars in Losers | 31 | 34 | 28 | 31 | 34 | 28 |
Bars Traded | 3753 | 1950 | 1803 | 3753 | 1950 | 1803 |
Profit Streak | 6.293 | 64.293 | 6.293 | 6.293 | 64.293 | 6.293 |
Trades During Streak | 4 | 7 | 2 | 4 | 7 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 503906 | -4871 | -53910 | -190845 | -79241 | -575437 |
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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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