Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 506679.7527 | 264834.9826 | 241844.77 | 387787.8371 | 235650.946 | 152136.8911 |
Total P&L (%) | 506.6798 | 264.835 | 241.8448 | 387.7878 | 235.6509 | 152.1369 |
Avg Daily Profit (%) | 0.3438 | 0.1797 | 0.1641 | 0.1076 | 0.0822 | 0.0628 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -161680 | -121742 | -60068 | -710315 | -402263 | -379829 |
Profit Factor | 1.671 | 1.5142 | 2.0073 | 1.1917 | 1.1954 | 1.1862 |
Total Trades | 159 | 79 | 80 | 159 | 79 | 80 |
Winning Trades | 80 | 33 | 47 | 80 | 33 | 47 |
Losing Trades | 79 | 46 | 33 | 79 | 46 | 33 |
Profitability (%) | 50.3145 | 41.7722 | 58.75 | 50.3145 | 41.7722 | 58.75 |
Ratio Avg Win / Avg Loss | 1.6501 | 2.1107 | 1.4094 | 1.1768 | 1.6663 | 0.8328 |
Largest Winning Trade | 208593 | 208593 | 35419 | 471090 | 471090 | 67979 |
Largest Losing Trade | -31597 | -31597 | -31197 | -256247 | -155791 | -256247 |
Avg Bars in Trades | 26 | 29 | 22 | 26 | 29 | 22 |
Avg Bars in Winners | 30 | 32 | 28 | 30 | 32 | 28 |
Avg Bars in Losers | 22 | 27 | 14 | 22 | 27 | 14 |
Bars Traded | 4150 | 2337 | 1813 | 4150 | 2337 | 1813 |
Profit Streak | 14.0848 | 55.4181 | 14.0848 | 14.0848 | 55.4181 | 14.0848 |
Trades During Streak | 2 | 5 | 1 | 2 | 5 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 527745 | -18401 | -7155 | -56808 | -116034 | -143679 |
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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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