Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 385291.8856 | 134841.2419 | 250450.6436 | 128434.3764 | 51097.4073 | 77336.9691 |
Total P&L (%) | 385.2919 | 134.8412 | 250.4506 | 128.4344 | 51.0974 | 77.337 |
Avg Daily Profit (%) | 0.2317 | 0.0811 | 0.1506 | 0.0497 | 0.0248 | 0.0345 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -150522 | -62878 | -120357 | -1601891 | -514426 | -1504845 |
Profit Factor | 1.3952 | 1.2636 | 1.5407 | 1.0231 | 1.0204 | 1.0252 |
Total Trades | 218 | 109 | 109 | 218 | 109 | 109 |
Winning Trades | 113 | 49 | 64 | 113 | 49 | 64 |
Losing Trades | 105 | 60 | 45 | 105 | 60 | 45 |
Profitability (%) | 51.8349 | 44.9541 | 58.7156 | 51.8349 | 44.9541 | 58.7156 |
Ratio Avg Win / Avg Loss | 1.2965 | 1.5472 | 1.0833 | 0.9506 | 1.2495 | 0.7208 |
Largest Winning Trade | 96766 | 96766 | 36178 | 401057 | 298548 | 401057 |
Largest Losing Trade | -70143 | -45216 | -70143 | -991580 | -297287 | -991580 |
Avg Bars in Trades | 22 | 24 | 19 | 22 | 24 | 19 |
Avg Bars in Winners | 18 | 19 | 18 | 18 | 19 | 18 |
Avg Bars in Losers | 26 | 29 | 22 | 26 | 29 | 22 |
Bars Traded | 4894 | 2719 | 2175 | 4894 | 2719 | 2175 |
Profit Streak | 12.7249 | 0 | 25.7249 | 12.7249 | 0 | 25.7249 |
Trades During Streak | 1 | 0 | 2 | 1 | 0 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 389785 | -85650 | 393056 | -321112 | -360952 | -339195 |
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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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