Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 390367.5592 | 350086.7647 | 40280.7945 | 123698.9368 | 268416.2261 | -144717.2892 |
Total P&L (%) | 390.3676 | 350.0868 | 40.2808 | 123.6989 | 268.4162 | -144.7173 |
Avg Daily Profit (%) | 0.2092 | 0.1876 | 0.0216 | 0.0432 | 0.0699 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -109922 | -82873 | -83384 | -1034171 | -746522 | -470289 |
Profit Factor | 1.4967 | 1.9498 | 1.0965 | 1.0325 | 1.141 | 0.9241 |
Total Trades | 206 | 103 | 103 | 206 | 103 | 103 |
Winning Trades | 99 | 49 | 50 | 99 | 49 | 50 |
Losing Trades | 107 | 54 | 53 | 107 | 54 | 53 |
Profitability (%) | 48.0583 | 47.5728 | 48.5437 | 48.0583 | 47.5728 | 48.5437 |
Ratio Avg Win / Avg Loss | 1.6177 | 2.1487 | 1.1623 | 1.1159 | 1.2575 | 0.9796 |
Largest Winning Trade | 293711 | 293711 | 49051 | 630182 | 630182 | 179741 |
Largest Losing Trade | -44973 | -44973 | -43420 | -463711 | -463711 | -279379 |
Avg Bars in Trades | 26 | 24 | 28 | 26 | 24 | 28 |
Avg Bars in Winners | 33 | 31 | 34 | 33 | 31 | 34 |
Avg Bars in Losers | 20 | 18 | 21 | 20 | 18 | 21 |
Bars Traded | 5444 | 2543 | 2901 | 5444 | 2543 | 2901 |
Profit Streak | 5.7117 | 0 | 10.7117 | 5.7117 | 0 | 10.7117 |
Trades During Streak | 1 | 0 | 1 | 1 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 410424 | 369824 | -280482 | -318773 | -165918 | -580698 |
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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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