Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 367189.7338 | 242102.9318 | 125086.802 | 1375393.9835 | 1137975.8149 | 237418.1685 |
Total P&L (%) | 367.1897 | 242.1029 | 125.0868 | 1375.394 | 1137.9758 | 237.4182 |
Avg Daily Profit (%) | 0.3525 | 0.2324 | 0.1201 | 0.2587 | 0.2418 | 0.1168 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -55600 | -64131 | -50729 | -425981 | -162111 | -536823 |
Profit Factor | 1.8506 | 2.1845 | 1.5503 | 1.7314 | 2.5065 | 1.211 |
Total Trades | 217 | 109 | 108 | 217 | 109 | 108 |
Winning Trades | 76 | 38 | 38 | 76 | 38 | 38 |
Losing Trades | 141 | 71 | 70 | 141 | 71 | 70 |
Profitability (%) | 35.023 | 34.8624 | 35.1852 | 35.023 | 34.8624 | 35.1852 |
Ratio Avg Win / Avg Loss | 3.4334 | 4.0816 | 2.8559 | 3.2123 | 4.6832 | 2.2308 |
Largest Winning Trade | 69010 | 69010 | 48360 | 460309 | 460309 | 281095 |
Largest Losing Trade | -9942 | -9239 | -9942 | -98760 | -91837 | -98760 |
Avg Bars in Trades | 112 | 98 | 127 | 112 | 98 | 127 |
Avg Bars in Winners | 223 | 186 | 261 | 223 | 186 | 261 |
Avg Bars in Losers | 53 | 51 | 54 | 53 | 51 | 54 |
Bars Traded | 24500 | 10734 | 13766 | 24500 | 10734 | 13766 |
Profit Streak | 10.289 | 18.039 | 0 | 10.289 | 18.039 | 0 |
Trades During Streak | 1 | 2 | 0 | 1 | 2 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 302563 | 250912 | -35998 | 280427 | 291179 | -42425 |
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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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