Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 488612.8381 | 399717.6812 | 88895.1569 | 172068.1767 | 211816.4895 | -39748.3128 |
Total P&L (%) | 488.6128 | 399.7177 | 88.8952 | 172.0682 | 211.8165 | -39.7483 |
Avg Daily Profit (%) | 0.2595 | 0.2123 | 0.0472 | 0.0532 | 0.0604 | -0.0269 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -125046 | -112490 | -104900 | -716645 | -605046 | -615466 |
Profit Factor | 1.3926 | 1.6335 | 1.1449 | 1.0503 | 1.1333 | 0.9783 |
Total Trades | 262 | 131 | 131 | 262 | 131 | 131 |
Winning Trades | 136 | 67 | 69 | 136 | 67 | 69 |
Losing Trades | 126 | 64 | 62 | 126 | 64 | 62 |
Profitability (%) | 51.9084 | 51.145 | 52.6718 | 51.9084 | 51.145 | 52.6718 |
Ratio Avg Win / Avg Loss | 1.2902 | 1.5603 | 1.0287 | 0.9731 | 1.0826 | 0.8791 |
Largest Winning Trade | 82463 | 82463 | 51154 | 249674 | 200469 | 249674 |
Largest Losing Trade | -74044 | -32062 | -74044 | -471337 | -197581 | -471337 |
Avg Bars in Trades | 28 | 23 | 33 | 28 | 23 | 33 |
Avg Bars in Winners | 32 | 25 | 38 | 32 | 25 | 38 |
Avg Bars in Losers | 23 | 20 | 27 | 23 | 20 | 27 |
Bars Traded | 7430 | 3063 | 4367 | 7430 | 3063 | 4367 |
Profit Streak | 6.6934 | 6.6934 | 15.4434 | 6.6934 | 6.6934 | 15.4434 |
Trades During Streak | 2 | 1 | 1 | 2 | 1 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 426139 | 422147 | -190274 | -285730 | -185198 | -580055 |
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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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