Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 424921.0299 | 296353.6915 | 128567.3384 | 40401.2193 | 243186.7738 | -202785.5545 |
Total P&L (%) | 424.921 | 296.3537 | 128.5673 | 40.4012 | 243.1868 | -202.7856 |
Avg Daily Profit (%) | 0.2233 | 0.1558 | 0.0676 | 0.0178 | 0.0648 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -124964 | -102977 | -140329 | -1085699 | -887450 | -597695 |
Profit Factor | 1.3116 | 1.4803 | 1.1722 | 1.008 | 1.1011 | 0.9241 |
Total Trades | 267 | 133 | 134 | 267 | 133 | 134 |
Winning Trades | 155 | 76 | 79 | 155 | 76 | 79 |
Losing Trades | 112 | 57 | 55 | 112 | 57 | 55 |
Profitability (%) | 58.0524 | 57.1429 | 58.9552 | 58.0524 | 57.1429 | 58.9552 |
Ratio Avg Win / Avg Loss | 0.9478 | 1.1102 | 0.8161 | 0.7283 | 0.8258 | 0.6433 |
Largest Winning Trade | 60245 | 60245 | 42779 | 274438 | 274438 | 149935 |
Largest Losing Trade | -65505 | -32176 | -65505 | -376178 | -336711 | -376178 |
Avg Bars in Trades | 84 | 81 | 86 | 84 | 81 | 86 |
Avg Bars in Winners | 74 | 71 | 77 | 74 | 71 | 77 |
Avg Bars in Losers | 97 | 95 | 98 | 97 | 95 | 98 |
Bars Traded | 22460 | 10902 | 11558 | 22460 | 10902 | 11558 |
Profit Streak | 31.9413 | 32.6913 | 31.9413 | 31.9413 | 32.6913 | 31.9413 |
Trades During Streak | 4 | 2 | 2 | 4 | 2 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 369032 | 365363 | -133471 | -380710 | -215672 | -578818 |
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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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