Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 347481.6269 | 250716.4123 | 96765.2146 | 125690.3572 | 149209.2565 | -23518.8992 |
Total P&L (%) | 347.4816 | 250.7164 | 96.7652 | 125.6904 | 149.2093 | -23.5189 |
Avg Daily Profit (%) | 0.3373 | 0.2433 | 0.0939 | 0.079 | 0.0887 | -0.026 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -141254 | -82780 | -106033 | -493441 | -294842 | -290685 |
Profit Factor | 1.5182 | 1.7499 | 1.2878 | 1.0767 | 1.1816 | 0.9712 |
Total Trades | 134 | 67 | 67 | 134 | 67 | 67 |
Winning Trades | 51 | 23 | 28 | 51 | 23 | 28 |
Losing Trades | 83 | 44 | 39 | 83 | 44 | 39 |
Profitability (%) | 38.0597 | 34.3284 | 41.791 | 38.0597 | 34.3284 | 41.791 |
Ratio Avg Win / Avg Loss | 2.4708 | 3.3476 | 1.7937 | 1.7522 | 2.2605 | 1.3528 |
Largest Winning Trade | 186811 | 186811 | 46397 | 360172 | 360172 | 89722 |
Largest Losing Trade | -39665 | -21361 | -39665 | -149089 | -96256 | -149089 |
Avg Bars in Trades | 181 | 160 | 202 | 181 | 160 | 202 |
Avg Bars in Winners | 298 | 276 | 317 | 298 | 276 | 317 |
Avg Bars in Losers | 109 | 100 | 120 | 109 | 100 | 120 |
Bars Traded | 24369 | 10773 | 13596 | 24369 | 10773 | 13596 |
Profit Streak | 66.4212 | 75.7962 | 66.4212 | 66.4212 | 75.7962 | 66.4212 |
Trades During Streak | 4 | 2 | 2 | 4 | 2 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 304959 | -110778 | -185638 | -225348 | -216282 | -698290 |
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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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