Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 240941.5733 | 68682.0212 | 172259.5521 | 41277.2423 | 75928.6094 | -34651.3671 |
Total P&L (%) | 240.9416 | 68.682 | 172.2596 | 41.2772 | 75.9286 | -34.6514 |
Avg Daily Profit (%) | 0.1632 | 0.0465 | 0.1166 | 0.0234 | 0.0383 | -0.0288 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -134981 | -103090 | -80392 | -471904 | -305576 | -287379 |
Profit Factor | 1.2349 | 1.1385 | 1.3251 | 1.0184 | 1.0767 | 0.9723 |
Total Trades | 266 | 133 | 133 | 266 | 133 | 133 |
Winning Trades | 139 | 64 | 75 | 139 | 64 | 75 |
Losing Trades | 127 | 69 | 58 | 127 | 69 | 58 |
Profitability (%) | 52.2556 | 48.1203 | 56.391 | 52.2556 | 48.1203 | 56.391 |
Ratio Avg Win / Avg Loss | 1.1283 | 1.2275 | 1.0247 | 0.9305 | 1.1608 | 0.7519 |
Largest Winning Trade | 41521 | 41521 | 37299 | 85313 | 85313 | 59026 |
Largest Losing Trade | -52054 | -37301 | -52054 | -133010 | -87417 | -133010 |
Avg Bars in Trades | 22 | 22 | 21 | 22 | 22 | 21 |
Avg Bars in Winners | 19 | 16 | 21 | 19 | 16 | 21 |
Avg Bars in Losers | 25 | 27 | 22 | 25 | 27 | 22 |
Bars Traded | 5853 | 2984 | 2869 | 5853 | 2984 | 2869 |
Profit Streak | 33.1171 | 33.1171 | 35.8671 | 33.1171 | 33.1171 | 35.8671 |
Trades During Streak | 5 | 2 | 3 | 5 | 2 | 3 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 377596 | -198681 | -34695 | -362157 | -277645 | -578434 |
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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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