Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 270237.1104 | 151433.779 | 118803.3314 | 292595.3028 | -39271.2228 | 331866.5256 |
Total P&L (%) | 270.2371 | 151.4338 | 118.8033 | 292.5953 | -39.2712 | 331.8665 |
Avg Daily Profit (%) | 0.2594 | 0.1454 | 0.1141 | 0.1314 | -0.0479 | 0.1405 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -87586 | -91865 | -67166 | -386851 | -481248 | -226986 |
Profit Factor | 1.377 | 1.3016 | 1.5535 | 1.137 | 0.9748 | 1.5747 |
Total Trades | 259 | 129 | 130 | 259 | 129 | 130 |
Winning Trades | 152 | 77 | 75 | 152 | 77 | 75 |
Losing Trades | 107 | 52 | 55 | 107 | 52 | 55 |
Profitability (%) | 58.6873 | 59.6899 | 57.6923 | 58.6873 | 59.6899 | 57.6923 |
Ratio Avg Win / Avg Loss | 0.9694 | 0.879 | 1.1392 | 0.8004 | 0.6583 | 1.1548 |
Largest Winning Trade | 55525 | 55525 | 22057 | 101233 | 100306 | 101233 |
Largest Losing Trade | -38529 | -38529 | -33329 | -205143 | -205143 | -110527 |
Avg Bars in Trades | 94 | 159 | 30 | 94 | 159 | 30 |
Avg Bars in Winners | 70 | 113 | 25 | 70 | 113 | 25 |
Avg Bars in Losers | 130 | 227 | 38 | 130 | 227 | 38 |
Bars Traded | 24588 | 20593 | 3995 | 24588 | 20593 | 3995 |
Profit Streak | 9.0476 | 9.0476 | 18.506 | 9.0476 | 9.0476 | 18.506 |
Trades During Streak | 3 | 1 | 3 | 3 | 1 | 3 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 397695 | 42027 | -36843 | -85094 | -579065 | -1394 |
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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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