Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 358419.6022 | 257446.6539 | 100972.9483 | 679785.0674 | 505379.3225 | 174405.7449 |
Total P&L (%) | 358.4196 | 257.4467 | 100.9729 | 679.7851 | 505.3793 | 174.4057 |
Avg Daily Profit (%) | 0.3441 | 0.2472 | 0.0969 | 0.1974 | 0.173 | 0.097 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -68316 | -64316 | -46762 | -349946 | -244799 | -191739 |
Profit Factor | 1.7674 | 2.1587 | 1.4123 | 1.636 | 2.0427 | 1.2986 |
Total Trades | 131 | 66 | 65 | 131 | 66 | 65 |
Winning Trades | 52 | 24 | 28 | 52 | 24 | 28 |
Losing Trades | 79 | 42 | 37 | 79 | 42 | 37 |
Profitability (%) | 39.6947 | 36.3636 | 43.0769 | 39.6947 | 36.3636 | 43.0769 |
Ratio Avg Win / Avg Loss | 2.6851 | 3.7778 | 1.8663 | 2.4855 | 3.5747 | 1.716 |
Largest Winning Trade | 142863 | 142863 | 34573 | 287936 | 287936 | 113668 |
Largest Losing Trade | -23384 | -19049 | -23384 | -123315 | -123315 | -122537 |
Avg Bars in Trades | 186 | 187 | 185 | 186 | 187 | 185 |
Avg Bars in Winners | 291 | 294 | 288 | 291 | 294 | 288 |
Avg Bars in Losers | 117 | 126 | 108 | 117 | 126 | 108 |
Bars Traded | 24464 | 12379 | 12085 | 24464 | 12379 | 12085 |
Profit Streak | 29.5329 | 29.5329 | 32.9495 | 29.5329 | 29.5329 | 32.9495 |
Trades During Streak | 2 | 1 | 1 | 2 | 1 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 343732 | -117090 | -195783 | 304460 | -117531 | -196453 |
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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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