Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 524326.9191 | 278625.2272 | 245701.6919 | 1214204.9694 | -280327.5825 | 1494532.5519 |
Total P&L (%) | 524.3269 | 278.6252 | 245.7017 | 1214.205 | -280.3276 | 1494.5326 |
Avg Daily Profit (%) | 0.2905 | 0.1544 | 0.1361 | 0.1428 | 0 | 0.1535 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -86723 | -77418 | -64938 | -2446169 | -2041301 | -1422880 |
Profit Factor | 1.4672 | 1.4728 | 1.461 | 1.0771 | 0.965 | 1.1932 |
Total Trades | 351 | 176 | 175 | 351 | 176 | 175 |
Winning Trades | 131 | 62 | 69 | 131 | 62 | 69 |
Losing Trades | 220 | 114 | 106 | 220 | 114 | 106 |
Profitability (%) | 37.3219 | 35.2273 | 39.4286 | 37.3219 | 35.2273 | 39.4286 |
Ratio Avg Win / Avg Loss | 2.464 | 2.7081 | 2.2445 | 1.8089 | 1.7744 | 1.833 |
Largest Winning Trade | 99631 | 99631 | 57007 | 821169 | 821169 | 670382 |
Largest Losing Trade | -21240 | -21240 | -21019 | -458678 | -235265 | -458678 |
Avg Bars in Trades | 30 | 22 | 38 | 30 | 22 | 38 |
Avg Bars in Winners | 51 | 36 | 65 | 51 | 36 | 65 |
Avg Bars in Losers | 17 | 15 | 20 | 17 | 15 | 20 |
Bars Traded | 10711 | 4035 | 6676 | 10711 | 4035 | 6676 |
Profit Streak | 33.369 | 33.369 | 34.369 | 33.369 | 33.369 | 34.369 |
Trades During Streak | 2 | 1 | 1 | 2 | 1 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 321390 | 177201 | -12338 | -138684 | -582559 | -2466 |
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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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