Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 430996.4365 | 284840.2855 | 146156.151 | 524666.9076 | 417242.9698 | 107423.9378 |
Total P&L (%) | 430.9964 | 284.8403 | 146.1562 | 524.6669 | 417.243 | 107.4239 |
Avg Daily Profit (%) | 0.3184 | 0.2104 | 0.108 | 0.1354 | 0.1215 | 0.0539 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -130374 | -93318 | -85600 | -203989 | -122281 | -176242 |
Profit Factor | 1.4839 | 1.6113 | 1.3441 | 1.3692 | 1.579 | 1.1533 |
Total Trades | 271 | 135 | 136 | 271 | 135 | 136 |
Winning Trades | 107 | 45 | 62 | 107 | 45 | 62 |
Losing Trades | 164 | 90 | 74 | 164 | 90 | 74 |
Profitability (%) | 39.4834 | 33.3333 | 45.5882 | 39.4834 | 33.3333 | 45.5882 |
Ratio Avg Win / Avg Loss | 2.2744 | 3.2226 | 1.6043 | 2.0986 | 3.1581 | 1.3766 |
Largest Winning Trade | 157579 | 157579 | 43766 | 172503 | 172503 | 67610 |
Largest Losing Trade | -23741 | -15553 | -23741 | -54973 | -54973 | -48711 |
Avg Bars in Trades | 19 | 19 | 20 | 19 | 19 | 20 |
Avg Bars in Winners | 35 | 37 | 33 | 35 | 37 | 33 |
Avg Bars in Losers | 9 | 10 | 9 | 9 | 10 | 9 |
Bars Traded | 5357 | 2594 | 2763 | 5357 | 2594 | 2763 |
Profit Streak | 18.0733 | 18.5733 | 18.0733 | 18.0733 | 18.5733 | 18.0733 |
Trades During Streak | 2 | 1 | 1 | 2 | 1 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 346465 | 177202 | -48430 | -11502 | -33760 | -173829 |
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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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