Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 470827.8646 | 415171.9419 | 55655.9227 | 238292.6079 | 112021.9148 | 126270.6931 |
Total P&L (%) | 470.8279 | 415.1719 | 55.6559 | 238.2926 | 112.0219 | 126.2707 |
Avg Daily Profit (%) | 0.251 | 0.2213 | 0.0297 | 0.065 | 0.0401 | 0.0435 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -94705 | -70742 | -94417 | -411168 | -398858 | -259680 |
Profit Factor | 1.6133 | 2.1742 | 1.1344 | 1.0916 | 1.0884 | 1.0947 |
Total Trades | 253 | 126 | 127 | 253 | 126 | 127 |
Winning Trades | 129 | 64 | 65 | 129 | 64 | 65 |
Losing Trades | 124 | 62 | 62 | 124 | 62 | 62 |
Profitability (%) | 50.9881 | 50.7937 | 51.1811 | 50.9881 | 50.7937 | 51.1811 |
Ratio Avg Win / Avg Loss | 1.5508 | 2.1063 | 1.0821 | 1.0493 | 1.0544 | 1.0441 |
Largest Winning Trade | 348144 | 348144 | 50869 | 334426 | 334426 | 106112 |
Largest Losing Trade | -45214 | -36616 | -45214 | -159086 | -159086 | -120934 |
Avg Bars in Trades | 43 | 39 | 47 | 43 | 39 | 47 |
Avg Bars in Winners | 48 | 43 | 53 | 48 | 43 | 53 |
Avg Bars in Losers | 38 | 35 | 40 | 38 | 35 | 40 |
Bars Traded | 10952 | 4942 | 6010 | 10952 | 4942 | 6010 |
Profit Streak | 25.3043 | 32.3043 | 25.3043 | 25.3043 | 32.3043 | 25.3043 |
Trades During Streak | 4 | 3 | 2 | 4 | 3 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 506402 | 477954 | -225915 | -222930 | -261297 | -250188 |
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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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