Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 434831.424 | 272146.1756 | 162685.2484 | 521659.4595 | 541501.0054 | -19841.546 |
Total P&L (%) | 434.8314 | 272.1462 | 162.6852 | 521.6595 | 541.501 | -19.8415 |
Avg Daily Profit (%) | 0.2571 | 0.1609 | 0.0962 | 0.1081 | 0.11 | -0.0131 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -191906 | -163644 | -96679 | -551542 | -231544 | -465047 |
Profit Factor | 1.348 | 1.4276 | 1.2654 | 1.1711 | 1.3746 | 0.9876 |
Total Trades | 438 | 219 | 219 | 438 | 219 | 219 |
Winning Trades | 166 | 76 | 90 | 166 | 76 | 90 |
Losing Trades | 272 | 143 | 129 | 272 | 143 | 129 |
Profitability (%) | 37.8995 | 34.7032 | 41.0959 | 37.8995 | 34.7032 | 41.0959 |
Ratio Avg Win / Avg Loss | 2.2088 | 2.6861 | 1.8137 | 1.9188 | 2.5863 | 1.4156 |
Largest Winning Trade | 88395 | 88395 | 38159 | 323220 | 323220 | 230808 |
Largest Losing Trade | -33992 | -29241 | -33992 | -141210 | -141210 | -139312 |
Avg Bars in Trades | 7 | 7 | 7 | 7 | 7 | 7 |
Avg Bars in Winners | 12 | 13 | 10 | 12 | 13 | 10 |
Avg Bars in Losers | 4 | 5 | 4 | 4 | 5 | 4 |
Bars Traded | 3338 | 1730 | 1608 | 3338 | 1730 | 1608 |
Profit Streak | 19.8182 | 35.8182 | 19.8182 | 19.8182 | 35.8182 | 19.8182 |
Trades During Streak | 2 | 2 | 1 | 2 | 2 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 306861 | 186205 | -65584 | -80565 | -48196 | -581149 |
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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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