Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 341613.0629 | 121085.5698 | 220527.4931 | 299100.3241 | 301957.5952 | -2857.2711 |
Total P&L (%) | 341.6131 | 121.0856 | 220.5275 | 299.1003 | 301.9576 | -2.8573 |
Avg Daily Profit (%) | 0.2313 | 0.082 | 0.1493 | 0.0938 | 0.0943 | -0.002 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -110656 | -103585 | -98635 | -377661 | -276384 | -459122 |
Profit Factor | 1.3107 | 1.2273 | 1.3891 | 1.1107 | 1.2547 | 0.9981 |
Total Trades | 323 | 161 | 162 | 323 | 161 | 162 |
Winning Trades | 169 | 81 | 88 | 169 | 81 | 88 |
Losing Trades | 154 | 80 | 74 | 154 | 80 | 74 |
Profitability (%) | 52.322 | 50.3106 | 54.321 | 52.322 | 50.3106 | 54.321 |
Ratio Avg Win / Avg Loss | 1.1944 | 1.2122 | 1.1681 | 1.0121 | 1.2392 | 0.8393 |
Largest Winning Trade | 38219 | 38219 | 31704 | 125031 | 125031 | 74224 |
Largest Losing Trade | -52621 | -30990 | -52621 | -203682 | -90177 | -203682 |
Avg Bars in Trades | 18 | 19 | 17 | 18 | 19 | 17 |
Avg Bars in Winners | 16 | 16 | 16 | 16 | 16 | 16 |
Avg Bars in Losers | 20 | 21 | 17 | 20 | 21 | 17 |
Bars Traded | 5844 | 3088 | 2756 | 5844 | 3088 | 2756 |
Profit Streak | 8.5298 | 26.5298 | 8.5298 | 8.5298 | 26.5298 | 8.5298 |
Trades During Streak | 2 | 2 | 1 | 2 | 2 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 411438 | -82217 | 314464 | -163113 | -65710 | -578975 |
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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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