Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 349404.4277 | 241190.1671 | 108214.2606 | 359896.9311 | 350097.9152 | 9799.016 |
Total P&L (%) | 349.4044 | 241.1902 | 108.2143 | 359.8969 | 350.0979 | 9.799 |
Avg Daily Profit (%) | 0.2578 | 0.178 | 0.0798 | 0.1126 | 0.1111 | 0.0069 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -124475 | -98646 | -145699 | -532559 | -431788 | -500529 |
Profit Factor | 1.4349 | 1.611 | 1.2648 | 1.1553 | 1.3029 | 1.0084 |
Total Trades | 168 | 84 | 84 | 168 | 84 | 84 |
Winning Trades | 69 | 32 | 37 | 69 | 32 | 37 |
Losing Trades | 99 | 52 | 47 | 99 | 52 | 47 |
Profitability (%) | 41.0714 | 38.0952 | 44.0476 | 41.0714 | 38.0952 | 44.0476 |
Ratio Avg Win / Avg Loss | 2.0588 | 2.6179 | 1.6066 | 1.6576 | 2.1173 | 1.281 |
Largest Winning Trade | 76523 | 76523 | 39281 | 240871 | 240871 | 153431 |
Largest Losing Trade | -24343 | -24343 | -21425 | -109668 | -109668 | -86859 |
Avg Bars in Trades | 22 | 23 | 22 | 22 | 23 | 22 |
Avg Bars in Winners | 38 | 39 | 38 | 38 | 39 | 38 |
Avg Bars in Losers | 11 | 13 | 9 | 11 | 13 | 9 |
Bars Traded | 3853 | 1992 | 1860 | 3853 | 1992 | 1860 |
Profit Streak | 21.6894 | 22.356 | 0 | 21.6894 | 22.356 | 0 |
Trades During Streak | 1 | 1 | 0 | 1 | 1 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 301317 | 228569 | -87735 | -92982 | -47655 | -563004 |
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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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