Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 478443.6286 | 260051.9872 | 218391.6414 | 638128.8449 | -705178.2663 | 1343307.1111 |
Total P&L (%) | 478.4436 | 260.052 | 218.3916 | 638.1288 | -705.1783 | 1343.3071 |
Avg Daily Profit (%) | 0.263 | 0.143 | 0.1201 | 0.11 | 0 | 0.1469 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -96795 | -92179 | -86230 | -2764579 | -2070158 | -2320612 |
Profit Factor | 1.4352 | 1.4494 | 1.4194 | 1.0335 | 0.928 | 1.145 |
Total Trades | 271 | 136 | 135 | 271 | 136 | 135 |
Winning Trades | 104 | 50 | 54 | 104 | 50 | 54 |
Losing Trades | 167 | 86 | 81 | 167 | 86 | 81 |
Profitability (%) | 38.3764 | 36.7647 | 40 | 38.3764 | 36.7647 | 40 |
Ratio Avg Win / Avg Loss | 2.3046 | 2.493 | 2.1292 | 1.6595 | 1.5961 | 1.7174 |
Largest Winning Trade | 110788 | 110788 | 51107 | 808879 | 808879 | 597528 |
Largest Losing Trade | -29204 | -21961 | -29204 | -737164 | -498857 | -737164 |
Avg Bars in Trades | 13 | 12 | 14 | 13 | 12 | 14 |
Avg Bars in Winners | 20 | 17 | 22 | 20 | 17 | 22 |
Avg Bars in Losers | 9 | 9 | 9 | 9 | 9 | 9 |
Bars Traded | 3610 | 1674 | 1937 | 3610 | 1674 | 1937 |
Profit Streak | 17.1376 | 17.1376 | 21.6376 | 17.1376 | 17.1376 | 21.6376 |
Trades During Streak | 2 | 1 | 1 | 2 | 1 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 303256 | -4572 | -34057 | -230123 | -582493 | -59791 |
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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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