Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 442821.9124 | 372725.4207 | 70096.4917 | 269594.7361 | 944031.5268 | -674436.7907 |
Total P&L (%) | 442.8219 | 372.7254 | 70.0965 | 269.5947 | 944.0315 | -674.4368 |
Avg Daily Profit (%) | 0.1771 | 0.149 | 0.028 | 0.0523 | 0.0938 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -125013 | -106444 | -153795 | -872160 | -349328 | -1076183 |
Profit Factor | 1.4351 | 1.785 | 1.1291 | 1.074 | 1.6538 | 0.6932 |
Total Trades | 265 | 133 | 132 | 265 | 133 | 132 |
Winning Trades | 134 | 69 | 65 | 134 | 69 | 65 |
Losing Trades | 131 | 64 | 67 | 131 | 64 | 67 |
Profitability (%) | 50.566 | 51.8797 | 49.2424 | 50.566 | 51.8797 | 49.2424 |
Ratio Avg Win / Avg Loss | 1.403 | 1.6557 | 1.1638 | 1.05 | 1.534 | 0.7145 |
Largest Winning Trade | 133760 | 133760 | 58204 | 497937 | 497937 | 135207 |
Largest Losing Trade | -47632 | -25115 | -47632 | -448900 | -103507 | -448900 |
Avg Bars in Trades | 27 | 29 | 24 | 27 | 29 | 24 |
Avg Bars in Winners | 31 | 30 | 32 | 31 | 30 | 32 |
Avg Bars in Losers | 22 | 28 | 16 | 22 | 28 | 16 |
Bars Traded | 7161 | 3976 | 3185 | 7161 | 3976 | 3185 |
Profit Streak | 46.4707 | 53.1374 | 46.4707 | 46.4707 | 53.1374 | 46.4707 |
Trades During Streak | 7 | 5 | 3 | 7 | 5 | 3 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 420177 | 401173 | -232756 | -258860 | -62290 | -579580 |
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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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