Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 855326.365 | 720679.02 | 134647.345 | 1313666.9705 | 553433.812 | 760233.1585 |
Total P&L (%) | 855.3264 | 720.679 | 134.6473 | 1313.667 | 553.4338 | 760.2332 |
Avg Daily Profit (%) | 0.4395 | 0.3703 | 0.0692 | 0.1362 | 0.0965 | 0.1106 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -150119 | -112429 | -125887 | -145524 | -129129 | -101881 |
Profit Factor | 1.8507 | 2.2859 | 1.3026 | 2.0935 | 1.7948 | 2.5054 |
Total Trades | 231 | 115 | 116 | 231 | 115 | 116 |
Winning Trades | 100 | 47 | 53 | 100 | 47 | 53 |
Losing Trades | 131 | 68 | 63 | 131 | 68 | 63 |
Profitability (%) | 43.29 | 40.8696 | 45.6897 | 43.29 | 40.8696 | 45.6897 |
Ratio Avg Win / Avg Loss | 2.4244 | 3.3073 | 1.5483 | 2.7425 | 2.5968 | 2.9781 |
Largest Winning Trade | 486371 | 486371 | 51736 | 149631 | 142992 | 149631 |
Largest Losing Trade | -44719 | -32494 | -44719 | -41163 | -40349 | -41163 |
Avg Bars in Trades | 49 | 49 | 49 | 49 | 49 | 49 |
Avg Bars in Winners | 75 | 70 | 79 | 75 | 70 | 79 |
Avg Bars in Losers | 29 | 34 | 24 | 29 | 34 | 24 |
Bars Traded | 11403 | 5645 | 5758 | 11403 | 5645 | 5758 |
Profit Streak | 58.754 | 138.5873 | 58.754 | 58.754 | 138.5873 | 58.754 |
Trades During Streak | 8 | 8 | 4 | 8 | 8 | 4 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 497243 | 416044 | -99822 | -6615 | -62622 | -40574 |
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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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