Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 427133.9314 | 325106.9538 | 102026.9776 | 406468.9717 | 157892.9657 | 248576.006 |
Total P&L (%) | 427.1339 | 325.107 | 102.027 | 406.469 | 157.893 | 248.576 |
Avg Daily Profit (%) | 0.2264 | 0.1723 | 0.0541 | 0.086 | 0.0502 | 0.0662 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -86971 | -75711 | -62286 | -427603 | -387119 | -264656 |
Profit Factor | 1.505 | 1.7251 | 1.2567 | 1.1176 | 1.0837 | 1.1584 |
Total Trades | 253 | 127 | 126 | 253 | 127 | 126 |
Winning Trades | 104 | 47 | 57 | 104 | 47 | 57 |
Losing Trades | 149 | 80 | 69 | 149 | 80 | 69 |
Profitability (%) | 41.1067 | 37.0079 | 45.2381 | 41.1067 | 37.0079 | 45.2381 |
Ratio Avg Win / Avg Loss | 2.1562 | 2.9363 | 1.5213 | 1.6012 | 1.8447 | 1.4022 |
Largest Winning Trade | 141117 | 141117 | 60001 | 426397 | 426397 | 181465 |
Largest Losing Trade | -37201 | -24084 | -37201 | -143300 | -96701 | -143300 |
Avg Bars in Trades | 89 | 74 | 103 | 89 | 74 | 103 |
Avg Bars in Winners | 124 | 114 | 132 | 124 | 114 | 132 |
Avg Bars in Losers | 64 | 50 | 80 | 64 | 50 | 80 |
Bars Traded | 22535 | 9453 | 13082 | 22535 | 9453 | 13082 |
Profit Streak | 19.8152 | 19.8152 | 30.4819 | 19.8152 | 19.8152 | 30.4819 |
Trades During Streak | 2 | 1 | 2 | 2 | 1 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 332064 | 213858 | -120855 | -169204 | -257860 | -151942 |
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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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