Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 432286.5115 | 336507.8029 | 95778.7086 | 579127.8276 | 613944.2171 | -34816.3894 |
Total P&L (%) | 432.2865 | 336.5078 | 95.7787 | 579.1278 | 613.9442 | -34.8164 |
Avg Daily Profit (%) | 0.1972 | 0.1535 | 0.0437 | 0.0874 | 0.0897 | -0.0195 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -137313 | -114206 | -63267 | -989354 | -660011 | -497631 |
Profit Factor | 1.4709 | 1.7371 | 1.2076 | 1.1471 | 1.3157 | 0.9825 |
Total Trades | 238 | 119 | 119 | 238 | 119 | 119 |
Winning Trades | 97 | 45 | 52 | 97 | 45 | 52 |
Losing Trades | 141 | 74 | 67 | 141 | 74 | 67 |
Profitability (%) | 40.7563 | 37.8151 | 43.6975 | 40.7563 | 37.8151 | 43.6975 |
Ratio Avg Win / Avg Loss | 2.1382 | 2.8565 | 1.5559 | 1.6674 | 2.1636 | 1.266 |
Largest Winning Trade | 101406 | 101406 | 42580 | 600307 | 600307 | 181065 |
Largest Losing Trade | -23939 | -23939 | -19182 | -226198 | -146504 | -226198 |
Avg Bars in Trades | 54 | 51 | 57 | 54 | 51 | 57 |
Avg Bars in Winners | 88 | 85 | 90 | 88 | 85 | 90 |
Avg Bars in Losers | 31 | 31 | 32 | 31 | 31 | 32 |
Bars Traded | 13047 | 6187 | 6860 | 13047 | 6187 | 6860 |
Profit Streak | 78.1624 | 102.1624 | 78.1624 | 78.1624 | 102.1624 | 78.1624 |
Trades During Streak | 5 | 4 | 2 | 5 | 4 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 322268 | 249649 | -135646 | -134347 | -75072 | -580836 |
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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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