Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 387509.4145 | 262091.7681 | 125417.6464 | 41467.435 | 141266.9939 | -99799.5589 |
Total P&L (%) | 387.5094 | 262.0918 | 125.4176 | 41.4674 | 141.267 | -99.7996 |
Avg Daily Profit (%) | 0.2025 | 0.137 | 0.0655 | 0.0181 | 0.046 | -0.3241 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -129654 | -81651 | -132805 | -625120 | -318580 | -349351 |
Profit Factor | 1.3256 | 1.4685 | 1.1988 | 1.0152 | 1.1136 | 0.933 |
Total Trades | 238 | 119 | 119 | 238 | 119 | 119 |
Winning Trades | 142 | 69 | 73 | 142 | 69 | 73 |
Losing Trades | 96 | 50 | 46 | 96 | 50 | 46 |
Profitability (%) | 59.6639 | 57.9832 | 61.3445 | 59.6639 | 57.9832 | 61.3445 |
Ratio Avg Win / Avg Loss | 0.8962 | 1.0642 | 0.7554 | 0.6863 | 0.8069 | 0.5879 |
Largest Winning Trade | 35793 | 35793 | 33295 | 94046 | 78739 | 94046 |
Largest Losing Trade | -65373 | -34064 | -65373 | -252997 | -145504 | -252997 |
Avg Bars in Trades | 31 | 28 | 34 | 31 | 28 | 34 |
Avg Bars in Winners | 22 | 19 | 25 | 22 | 19 | 25 |
Avg Bars in Losers | 44 | 41 | 48 | 44 | 41 | 48 |
Bars Traded | 7518 | 3424 | 4094 | 7518 | 3424 | 4094 |
Profit Streak | 47.2622 | 59.7622 | 47.2622 | 47.2622 | 59.7622 | 47.2622 |
Trades During Streak | 7 | 4 | 3 | 7 | 4 | 3 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 371325 | -6538 | -106255 | -372136 | -226167 | -578127 |
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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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