Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 442468.8123 | 401728.3467 | 40740.4657 | 88432.5108 | 256316.1067 | -167883.596 |
Total P&L (%) | 442.4688 | 401.7283 | 40.7405 | 88.4325 | 256.3161 | -167.8836 |
Avg Daily Profit (%) | 0.238 | 0.2161 | 0.0219 | 0.0341 | 0.0684 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -154589 | -119778 | -117002 | -944007 | -641014 | -383500 |
Profit Factor | 1.3977 | 1.7167 | 1.0738 | 1.0235 | 1.1336 | 0.909 |
Total Trades | 371 | 185 | 186 | 371 | 185 | 186 |
Winning Trades | 141 | 68 | 73 | 141 | 68 | 73 |
Losing Trades | 230 | 117 | 113 | 230 | 117 | 113 |
Profitability (%) | 38.0054 | 36.7568 | 39.2473 | 38.0054 | 36.7568 | 39.2473 |
Ratio Avg Win / Avg Loss | 2.2799 | 2.9538 | 1.6621 | 1.6695 | 1.9504 | 1.407 |
Largest Winning Trade | 335009 | 335009 | 66322 | 522683 | 522683 | 231344 |
Largest Losing Trade | -31586 | -31586 | -26759 | -259271 | -104181 | -259271 |
Avg Bars in Trades | 14 | 12 | 17 | 14 | 12 | 17 |
Avg Bars in Winners | 27 | 21 | 32 | 27 | 21 | 32 |
Avg Bars in Losers | 7 | 6 | 7 | 7 | 6 | 7 |
Bars Traded | 5462 | 2300 | 3162 | 5462 | 2300 | 3162 |
Profit Streak | 5.8986 | 8.2319 | 5.8986 | 5.8986 | 8.2319 | 5.8986 |
Trades During Streak | 2 | 1 | 1 | 2 | 1 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 304600 | 260128 | -306795 | -342209 | -177941 | -581897 |
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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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