Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 372780.0229 | 308551.3365 | 64228.6865 | 371315.1189 | 193595.3501 | 177719.7688 |
Total P&L (%) | 372.78 | 308.5513 | 64.2287 | 371.3151 | 193.5954 | 177.7198 |
Avg Daily Profit (%) | 0.3579 | 0.2962 | 0.0617 | 0.1489 | 0.1034 | 0.0981 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -73126 | -70019 | -54656 | -264095 | -270236 | -88855 |
Profit Factor | 1.6949 | 2.0639 | 1.2606 | 1.3015 | 1.2545 | 1.3775 |
Total Trades | 165 | 83 | 82 | 165 | 83 | 82 |
Winning Trades | 64 | 27 | 37 | 64 | 27 | 37 |
Losing Trades | 101 | 56 | 45 | 101 | 56 | 45 |
Profitability (%) | 38.7879 | 32.5301 | 45.122 | 38.7879 | 32.5301 | 45.122 |
Ratio Avg Win / Avg Loss | 2.6748 | 4.2808 | 1.5332 | 2.054 | 2.602 | 1.6753 |
Largest Winning Trade | 265381 | 265381 | 24689 | 363512 | 363512 | 65078 |
Largest Losing Trade | -20574 | -20574 | -16666 | -123440 | -123440 | -81743 |
Avg Bars in Trades | 147 | 133 | 161 | 147 | 133 | 161 |
Avg Bars in Winners | 242 | 253 | 235 | 242 | 253 | 235 |
Avg Bars in Losers | 86 | 75 | 100 | 86 | 75 | 100 |
Bars Traded | 24282 | 11074 | 13209 | 24282 | 11074 | 13209 |
Profit Streak | 18.9372 | 18.9372 | 19.3955 | 18.9372 | 18.9372 | 19.3955 |
Trades During Streak | 2 | 1 | 1 | 2 | 1 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 351050 | 208846 | -115821 | 164196 | -60524 | -66127 |
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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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