Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 589091.0058 | 509906.1268 | 79184.8789 | 382674.7085 | 447439.9209 | -64765.2124 |
Total P&L (%) | 589.091 | 509.9061 | 79.1849 | 382.6747 | 447.4399 | -64.7652 |
Avg Daily Profit (%) | 0.2828 | 0.2448 | 0.038 | 0.0756 | 0.0816 | -0.0501 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -209149 | -158798 | -136048 | -516275 | -379655 | -283399 |
Profit Factor | 1.486 | 1.7838 | 1.141 | 1.1771 | 1.3747 | 0.933 |
Total Trades | 276 | 138 | 138 | 276 | 138 | 138 |
Winning Trades | 129 | 59 | 70 | 129 | 59 | 70 |
Losing Trades | 147 | 79 | 68 | 147 | 79 | 68 |
Profitability (%) | 46.7391 | 42.7536 | 50.7246 | 46.7391 | 42.7536 | 50.7246 |
Ratio Avg Win / Avg Loss | 1.6933 | 2.3885 | 1.1084 | 1.3413 | 1.8407 | 0.9064 |
Largest Winning Trade | 237104 | 237104 | 55989 | 383137 | 383137 | 77057 |
Largest Losing Trade | -46377 | -46377 | -33809 | -247093 | -247093 | -121257 |
Avg Bars in Trades | 89 | 78 | 100 | 89 | 78 | 100 |
Avg Bars in Winners | 104 | 87 | 118 | 104 | 87 | 118 |
Avg Bars in Losers | 76 | 71 | 82 | 76 | 71 | 82 |
Bars Traded | 24685 | 10779 | 13906 | 24685 | 10779 | 13906 |
Profit Streak | 15.2977 | 15.2977 | 19.4644 | 15.2977 | 15.2977 | 19.4644 |
Trades During Streak | 2 | 1 | 1 | 2 | 1 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 443657 | 337700 | -207110 | -116523 | -84728 | -580314 |
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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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