Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 468356.486 | 302407.8841 | 165948.6019 | 748779.0184 | 617606.0794 | 131172.939 |
Total P&L (%) | 468.3565 | 302.4079 | 165.9486 | 748.779 | 617.6061 | 131.1729 |
Avg Daily Profit (%) | 0.3311 | 0.2138 | 0.1173 | 0.1513 | 0.1394 | 0.0593 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -75384 | -84037 | -90373 | -434614 | -289992 | -486544 |
Profit Factor | 1.3983 | 1.4686 | 1.3129 | 1.1826 | 1.3027 | 1.0636 |
Total Trades | 366 | 183 | 183 | 366 | 183 | 183 |
Winning Trades | 246 | 122 | 124 | 246 | 122 | 124 |
Losing Trades | 120 | 61 | 59 | 120 | 61 | 59 |
Profitability (%) | 67.2131 | 66.6667 | 67.7596 | 67.2131 | 66.6667 | 67.7596 |
Ratio Avg Win / Avg Loss | 0.6821 | 0.7343 | 0.6247 | 0.5769 | 0.6514 | 0.5061 |
Largest Winning Trade | 37518 | 37518 | 20563 | 153574 | 153574 | 66151 |
Largest Losing Trade | -61093 | -55897 | -61093 | -332763 | -179039 | -332763 |
Avg Bars in Trades | 45 | 49 | 42 | 45 | 49 | 42 |
Avg Bars in Winners | 34 | 29 | 38 | 34 | 29 | 38 |
Avg Bars in Losers | 69 | 88 | 49 | 69 | 88 | 49 |
Bars Traded | 16719 | 8992 | 7727 | 16719 | 8992 | 7727 |
Profit Streak | 13.0135 | 18.2635 | 13.0135 | 13.0135 | 18.2635 | 13.0135 |
Trades During Streak | 2 | 1 | 1 | 2 | 1 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 467467 | 371269 | -34562 | -8533 | -4922 | -262675 |
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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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