Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 338409.6387 | 205431.8572 | 132977.7815 | 332725.1158 | 422536.3439 | -89811.2281 |
Total P&L (%) | 338.4096 | 205.4319 | 132.9778 | 332.7251 | 422.5363 | -89.8112 |
Avg Daily Profit (%) | 0.2756 | 0.1673 | 0.1083 | 0.1194 | 0.1348 | -0.1858 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -184385 | -95288 | -159913 | -937854 | -349868 | -883827 |
Profit Factor | 1.3655 | 1.4849 | 1.2648 | 1.0925 | 1.2694 | 0.9557 |
Total Trades | 227 | 113 | 114 | 227 | 113 | 114 |
Winning Trades | 123 | 55 | 68 | 123 | 55 | 68 |
Losing Trades | 104 | 58 | 46 | 104 | 58 | 46 |
Profitability (%) | 54.185 | 48.6726 | 59.6491 | 54.185 | 48.6726 | 59.6491 |
Ratio Avg Win / Avg Loss | 1.1546 | 1.5659 | 0.8556 | 0.9237 | 1.3387 | 0.6465 |
Largest Winning Trade | 40897 | 40897 | 35192 | 188770 | 188770 | 166033 |
Largest Losing Trade | -58637 | -31600 | -58637 | -206367 | -144217 | -206367 |
Avg Bars in Trades | 20 | 20 | 20 | 20 | 20 | 20 |
Avg Bars in Winners | 20 | 20 | 20 | 20 | 20 | 20 |
Avg Bars in Losers | 20 | 20 | 20 | 20 | 20 | 20 |
Bars Traded | 4650 | 2310 | 2340 | 4650 | 2310 | 2340 |
Profit Streak | 16.6051 | 16.6051 | 31.8551 | 16.6051 | 16.6051 | 31.8551 |
Trades During Streak | 3 | 1 | 3 | 3 | 1 | 3 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 440666 | 350923 | -47457 | -150571 | -13134 | -578044 |
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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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