Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 375543.4459 | 268477.6343 | 107065.8116 | 450003.996 | 150494.7601 | 299509.2359 |
Total P&L (%) | 375.5434 | 268.4776 | 107.0658 | 450.004 | 150.4948 | 299.5092 |
Avg Daily Profit (%) | 0.3605 | 0.2577 | 0.1028 | 0.1638 | 0.0882 | 0.1331 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -89658 | -88880 | -57803 | -1021524 | -1009079 | -670378 |
Profit Factor | 1.4728 | 1.5927 | 1.3137 | 1.0822 | 1.0479 | 1.1283 |
Total Trades | 264 | 132 | 132 | 264 | 132 | 132 |
Winning Trades | 96 | 44 | 52 | 96 | 44 | 52 |
Losing Trades | 168 | 88 | 80 | 168 | 88 | 80 |
Profitability (%) | 36.3636 | 33.3333 | 39.3939 | 36.3636 | 33.3333 | 39.3939 |
Ratio Avg Win / Avg Loss | 2.5774 | 3.1854 | 2.0211 | 1.8938 | 2.0958 | 1.7359 |
Largest Winning Trade | 189559 | 189559 | 28597 | 397648 | 397648 | 296452 |
Largest Losing Trade | -22126 | -22126 | -17621 | -215150 | -215150 | -188887 |
Avg Bars in Trades | 93 | 93 | 94 | 93 | 93 | 94 |
Avg Bars in Winners | 164 | 167 | 161 | 164 | 167 | 161 |
Avg Bars in Losers | 53 | 56 | 49 | 53 | 56 | 49 |
Bars Traded | 24777 | 12366 | 12411 | 24777 | 12366 | 12411 |
Profit Streak | 18.1645 | 18.1645 | 21.5395 | 18.1645 | 18.1645 | 21.5395 |
Trades During Streak | 2 | 1 | 1 | 2 | 1 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 301982 | 179158 | -58261 | -124578 | -248079 | -97446 |
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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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