Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 308726.6723 | 219748.4218 | 88978.2505 | 272286.4034 | 282255.1212 | -9968.7178 |
Total P&L (%) | 308.7267 | 219.7484 | 88.9783 | 272.2864 | 282.2551 | -9.9687 |
Avg Daily Profit (%) | 0.2964 | 0.211 | 0.0854 | 0.1263 | 0.1288 | -0.0101 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -99489 | -67215 | -91714 | -337730 | -302344 | -327909 |
Profit Factor | 1.4167 | 1.5894 | 1.2418 | 1.1095 | 1.2316 | 0.9921 |
Total Trades | 225 | 113 | 112 | 225 | 113 | 112 |
Winning Trades | 101 | 51 | 50 | 101 | 51 | 50 |
Losing Trades | 124 | 62 | 62 | 124 | 62 | 62 |
Profitability (%) | 44.8889 | 45.1327 | 44.6429 | 44.8889 | 45.1327 | 44.6429 |
Ratio Avg Win / Avg Loss | 1.7393 | 1.9322 | 1.5398 | 1.3622 | 1.4973 | 1.2303 |
Largest Winning Trade | 150226 | 150226 | 34913 | 185152 | 185152 | 99511 |
Largest Losing Trade | -42631 | -18661 | -42631 | -168172 | -61100 | -168172 |
Avg Bars in Trades | 109 | 103 | 116 | 109 | 103 | 116 |
Avg Bars in Winners | 162 | 150 | 175 | 162 | 150 | 175 |
Avg Bars in Losers | 66 | 65 | 68 | 66 | 65 | 68 |
Bars Traded | 24745 | 11731 | 13014 | 24745 | 11731 | 13014 |
Profit Streak | 17.9979 | 17.9979 | 19.1229 | 17.9979 | 17.9979 | 19.1229 |
Trades During Streak | 2 | 1 | 1 | 2 | 1 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 381931 | 327472 | -79855 | -124258 | -22973 | -580891 |
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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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