Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 398109.5113 | 255314.8742 | 142794.6371 | 431227.5832 | 470924.636 | -39697.0529 |
Total P&L (%) | 398.1095 | 255.3149 | 142.7946 | 431.2276 | 470.9246 | -39.6971 |
Avg Daily Profit (%) | 0.2372 | 0.1521 | 0.0851 | 0.0996 | 0.1039 | -0.0301 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -112604 | -143205 | -79280 | -643106 | -236250 | -474782 |
Profit Factor | 1.4263 | 1.6087 | 1.2776 | 1.2129 | 1.5732 | 0.967 |
Total Trades | 224 | 112 | 112 | 224 | 112 | 112 |
Winning Trades | 91 | 45 | 46 | 91 | 45 | 46 |
Losing Trades | 133 | 67 | 66 | 133 | 67 | 66 |
Profitability (%) | 40.625 | 40.1786 | 41.0714 | 40.625 | 40.1786 | 41.0714 |
Ratio Avg Win / Avg Loss | 2.0846 | 2.3952 | 1.8331 | 1.7727 | 2.3423 | 1.3875 |
Largest Winning Trade | 71498 | 71498 | 57949 | 302568 | 302568 | 226336 |
Largest Losing Trade | -40939 | -21067 | -40939 | -140126 | -81846 | -140126 |
Avg Bars in Trades | 88 | 92 | 84 | 88 | 92 | 84 |
Avg Bars in Winners | 136 | 133 | 140 | 136 | 133 | 140 |
Avg Bars in Losers | 55 | 65 | 45 | 55 | 65 | 45 |
Bars Traded | 19867 | 10382 | 9485 | 19867 | 10382 | 9485 |
Profit Streak | 33.4254 | 33.4254 | 36.4254 | 33.4254 | 33.4254 | 36.4254 |
Trades During Streak | 2 | 1 | 1 | 2 | 1 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 303386 | 242017 | -81474 | -60863 | -54985 | -582296 |
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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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