Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 132385.2505 | 71985.4272 | 60399.8233 | 62926.5117 | 56863.4282 | 6063.0836 |
Total P&L (%) | 132.3853 | 71.9854 | 60.3998 | 62.9265 | 56.8634 | 6.0631 |
Avg Daily Profit (%) | 0.2294 | 0.1247 | 0.1047 | 0.0846 | 0.078 | 0.0102 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -60935 | -53148 | -63673 | -155217 | -115645 | -135613 |
Profit Factor | 1.2158 | 1.2414 | 1.1916 | 1.0672 | 1.1246 | 1.0126 |
Total Trades | 266 | 133 | 133 | 266 | 133 | 133 |
Winning Trades | 161 | 78 | 83 | 161 | 78 | 83 |
Losing Trades | 105 | 55 | 50 | 105 | 55 | 50 |
Profitability (%) | 60.5263 | 58.6466 | 62.406 | 60.5263 | 58.6466 | 62.406 |
Ratio Avg Win / Avg Loss | 0.7929 | 0.8754 | 0.7178 | 0.696 | 0.793 | 0.61 |
Largest Winning Trade | 22218 | 18276 | 22218 | 35612 | 35612 | 35414 |
Largest Losing Trade | -36968 | -36968 | -33652 | -97012 | -78039 | -97012 |
Avg Bars in Trades | 50 | 50 | 51 | 50 | 50 | 51 |
Avg Bars in Winners | 41 | 42 | 40 | 41 | 42 | 40 |
Avg Bars in Losers | 64 | 61 | 68 | 64 | 61 | 68 |
Bars Traded | 13512 | 6710 | 6802 | 13512 | 6710 | 6802 |
Profit Streak | 481.3629 | 481.3629 | 497.4045 | 481.3629 | 481.3629 | 497.4045 |
Trades During Streak | 3 | 1 | 5 | 3 | 1 | 5 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 341192 | -27312 | -62984 | -225066 | -173676 | -550909 |
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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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