Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 491435.0845 | 258687.1766 | 232747.9079 | 1642071.7391 | 1230676.54 | 411395.1991 |
Total P&L (%) | 491.4351 | 258.6872 | 232.7479 | 1642.0717 | 1230.6765 | 411.3952 |
Avg Daily Profit (%) | 0.2919 | 0.1537 | 0.1383 | 0.1699 | 0.1539 | 0.097 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -74189 | -104263 | -51479 | -412662 | -215385 | -401052 |
Profit Factor | 1.6204 | 1.6787 | 1.5662 | 1.7334 | 2.2837 | 1.3213 |
Total Trades | 258 | 129 | 129 | 258 | 129 | 129 |
Winning Trades | 99 | 44 | 55 | 99 | 44 | 55 |
Losing Trades | 159 | 85 | 74 | 159 | 85 | 74 |
Profitability (%) | 38.3721 | 34.1085 | 42.6357 | 38.3721 | 34.1085 | 42.6357 |
Ratio Avg Win / Avg Loss | 2.6024 | 3.243 | 2.1073 | 2.784 | 4.4117 | 1.7778 |
Largest Winning Trade | 88884 | 88884 | 49393 | 455297 | 455297 | 324853 |
Largest Losing Trade | -25579 | -18968 | -25579 | -172460 | -156385 | -172460 |
Avg Bars in Trades | 18 | 18 | 18 | 18 | 18 | 18 |
Avg Bars in Winners | 32 | 34 | 31 | 32 | 34 | 31 |
Avg Bars in Losers | 10 | 10 | 9 | 10 | 10 | 9 |
Bars Traded | 4860 | 2443 | 2417 | 4860 | 2443 | 2417 |
Profit Streak | 12.2608 | 34.5941 | 0 | 12.2608 | 34.5941 | 0 |
Trades During Streak | 1 | 2 | 0 | 1 | 2 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 331179 | 190220 | -8427 | 316484 | 247313 | -64951 |
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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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