Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 443957.8624 | 276873.1323 | 167084.7301 | 173146.2027 | 191948.8953 | -18802.6925 |
Total P&L (%) | 443.9579 | 276.8731 | 167.0847 | 173.1462 | 191.9489 | -18.8027 |
Avg Daily Profit (%) | 0.2326 | 0.145 | 0.0875 | 0.0527 | 0.0561 | -0.0109 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -175062 | -108269 | -114565 | -2758682 | -1484351 | -1906955 |
Profit Factor | 1.2885 | 1.3469 | 1.2256 | 1.0152 | 1.0334 | 0.9967 |
Total Trades | 419 | 210 | 209 | 419 | 210 | 209 |
Winning Trades | 167 | 73 | 94 | 167 | 73 | 94 |
Losing Trades | 252 | 137 | 115 | 252 | 137 | 115 |
Profitability (%) | 39.8568 | 34.7619 | 44.9761 | 39.8568 | 34.7619 | 44.9761 |
Ratio Avg Win / Avg Loss | 1.9444 | 2.5277 | 1.4994 | 1.5319 | 1.9394 | 1.2193 |
Largest Winning Trade | 178440 | 178440 | 54304 | 1292733 | 1292733 | 473816 |
Largest Losing Trade | -35885 | -35885 | -30862 | -408636 | -231277 | -408636 |
Avg Bars in Trades | 13 | 13 | 13 | 13 | 13 | 13 |
Avg Bars in Winners | 21 | 23 | 19 | 21 | 23 | 19 |
Avg Bars in Losers | 8 | 8 | 7 | 8 | 8 | 7 |
Bars Traded | 5656 | 2926 | 2730 | 5656 | 2926 | 2730 |
Profit Streak | 19.3229 | 19.3229 | 36.3229 | 19.3229 | 19.3229 | 36.3229 |
Trades During Streak | 2 | 1 | 2 | 2 | 1 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 310056 | -2489 | -76624 | -325731 | -305180 | -579258 |
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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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