Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 258618.2165 | 146151.5571 | 112466.6593 | 170714.4526 | -88948.1335 | 259662.5861 |
Total P&L (%) | 258.6182 | 146.1516 | 112.4667 | 170.7145 | -88.9481 | 259.6626 |
Avg Daily Profit (%) | 0.2483 | 0.1403 | 0.108 | 0.0957 | -0.2112 | 0.123 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -87042 | -65190 | -55495 | -523334 | -480229 | -181963 |
Profit Factor | 1.3768 | 1.3946 | 1.3559 | 1.0842 | 0.9256 | 1.3126 |
Total Trades | 252 | 126 | 126 | 252 | 126 | 126 |
Winning Trades | 177 | 87 | 90 | 177 | 87 | 90 |
Losing Trades | 75 | 39 | 36 | 75 | 39 | 36 |
Profitability (%) | 70.2381 | 69.0476 | 71.4286 | 70.2381 | 69.0476 | 71.4286 |
Ratio Avg Win / Avg Loss | 0.5834 | 0.6252 | 0.5423 | 0.4594 | 0.4149 | 0.525 |
Largest Winning Trade | 47583 | 47583 | 30201 | 97020 | 97020 | 90880 |
Largest Losing Trade | -55495 | -51905 | -55495 | -369714 | -369714 | -181963 |
Avg Bars in Trades | 97 | 98 | 95 | 97 | 98 | 95 |
Avg Bars in Winners | 65 | 63 | 67 | 65 | 63 | 67 |
Avg Bars in Losers | 172 | 178 | 166 | 172 | 178 | 166 |
Bars Traded | 24514 | 12445 | 12069 | 24514 | 12445 | 12069 |
Profit Streak | 19.4456 | 51.9039 | 19.4456 | 19.4456 | 51.9039 | 19.4456 |
Trades During Streak | 4 | 7 | 2 | 4 | 7 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 445709 | -2878 | -46460 | -189346 | -576928 | -26741 |
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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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