Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 582399.2192 | 467921.1715 | 114478.0478 | 499193.3953 | 435650.2137 | 63543.1816 |
Total P&L (%) | 582.3992 | 467.9212 | 114.478 | 499.1934 | 435.6502 | 63.5432 |
Avg Daily Profit (%) | 0.2796 | 0.2246 | 0.055 | 0.086 | 0.0806 | 0.0236 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -195528 | -113714 | -107361 | -1325397 | -623366 | -918142 |
Profit Factor | 1.5639 | 1.92 | 1.2184 | 1.0906 | 1.1744 | 1.0211 |
Total Trades | 233 | 116 | 117 | 233 | 116 | 117 |
Winning Trades | 103 | 45 | 58 | 103 | 45 | 58 |
Losing Trades | 130 | 71 | 59 | 130 | 71 | 59 |
Profitability (%) | 44.206 | 38.7931 | 49.5727 | 44.206 | 38.7931 | 49.5727 |
Ratio Avg Win / Avg Loss | 1.9738 | 3.0294 | 1.2394 | 1.3765 | 1.853 | 1.0387 |
Largest Winning Trade | 220414 | 220414 | 48080 | 359128 | 287659 | 359128 |
Largest Losing Trade | -52117 | -30511 | -52117 | -553402 | -179274 | -553402 |
Avg Bars in Trades | 106 | 109 | 102 | 106 | 109 | 102 |
Avg Bars in Winners | 150 | 162 | 141 | 150 | 162 | 141 |
Avg Bars in Losers | 70 | 76 | 63 | 70 | 76 | 63 |
Bars Traded | 24730 | 12730 | 12000 | 24730 | 12730 | 12000 |
Profit Streak | 37.2774 | 37.2774 | 38.9441 | 37.2774 | 37.2774 | 38.9441 |
Trades During Streak | 3 | 1 | 2 | 3 | 1 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 429321 | 267035 | -119375 | -198585 | -116934 | -358475 |
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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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