Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 501719.6752 | 342800.7203 | 158918.9549 | 456185.7686 | 173189.3438 | 282996.4248 |
Total P&L (%) | 501.7197 | 342.8007 | 158.919 | 456.1858 | 173.1893 | 282.9964 |
Avg Daily Profit (%) | 0.2872 | 0.1963 | 0.091 | 0.0983 | 0.0576 | 0.0769 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -128058 | -141748 | -84632 | -321003 | -356858 | -240628 |
Profit Factor | 1.44 | 1.6019 | 1.2784 | 1.1437 | 1.1076 | 1.1808 |
Total Trades | 279 | 139 | 140 | 279 | 139 | 140 |
Winning Trades | 113 | 55 | 58 | 113 | 55 | 58 |
Losing Trades | 166 | 84 | 82 | 166 | 84 | 82 |
Profitability (%) | 40.5018 | 39.5683 | 41.4286 | 40.5018 | 39.5683 | 41.4286 |
Ratio Avg Win / Avg Loss | 2.1154 | 2.4466 | 1.8074 | 1.6802 | 1.6917 | 1.6694 |
Largest Winning Trade | 252777 | 252777 | 51599 | 160624 | 160624 | 146295 |
Largest Losing Trade | -26523 | -24573 | -26523 | -99234 | -99234 | -98308 |
Avg Bars in Trades | 73 | 77 | 69 | 73 | 77 | 69 |
Avg Bars in Winners | 119 | 123 | 115 | 119 | 123 | 115 |
Avg Bars in Losers | 42 | 47 | 37 | 42 | 47 | 37 |
Bars Traded | 20533 | 10778 | 9754 | 20533 | 10778 | 9754 |
Profit Streak | 24.7523 | 25.3357 | 24.7523 | 24.7523 | 25.3357 | 24.7523 |
Trades During Streak | 2 | 1 | 1 | 2 | 1 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 346522 | 249165 | -73409 | -124280 | -220772 | -113745 |
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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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