Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 397856.0282 | 300926.3011 | 96929.7271 | 47544.2003 | 24353.788 | 23190.4123 |
Total P&L (%) | 397.856 | 300.9263 | 96.9297 | 47.5442 | 24.3538 | 23.1904 |
Avg Daily Profit (%) | 0.1826 | 0.1381 | 0.0445 | 0.0179 | 0.01 | 0.0096 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -205547 | -107109 | -223976 | -153654 | -137963 | -91800 |
Profit Factor | 1.339 | 1.5159 | 1.1642 | 1.0406 | 1.0407 | 1.0406 |
Total Trades | 246 | 123 | 123 | 246 | 123 | 123 |
Winning Trades | 120 | 59 | 61 | 120 | 59 | 61 |
Losing Trades | 126 | 64 | 62 | 126 | 64 | 62 |
Profitability (%) | 48.7805 | 47.9675 | 49.5935 | 48.7805 | 47.9675 | 49.5935 |
Ratio Avg Win / Avg Loss | 1.4059 | 1.6444 | 1.1832 | 1.0927 | 1.1289 | 1.0576 |
Largest Winning Trade | 82118 | 82118 | 46508 | 95734 | 95734 | 48206 |
Largest Losing Trade | -64814 | -45622 | -64814 | -49842 | -39836 | -49842 |
Avg Bars in Trades | 34 | 36 | 32 | 34 | 36 | 32 |
Avg Bars in Winners | 42 | 44 | 41 | 42 | 44 | 41 |
Avg Bars in Losers | 27 | 29 | 24 | 27 | 29 | 24 |
Bars Traded | 8535 | 4529 | 4006 | 8535 | 4529 | 4006 |
Profit Streak | 25.0924 | 0 | 103.8424 | 25.0924 | 0 | 103.8424 |
Trades During Streak | 1 | 0 | 5 | 1 | 0 | 5 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 329421 | -7129 | -172379 | -345024 | -360223 | -359668 |
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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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