Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 340851.0194 | 302962.5585 | 37888.4609 | 108118.6378 | 101339.0143 | 6779.6235 |
Total P&L (%) | 340.851 | 302.9626 | 37.8885 | 108.1186 | 101.339 | 6.7796 |
Avg Daily Profit (%) | 0.3272 | 0.2908 | 0.0364 | 0.0704 | 0.0672 | 0.0063 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -79591 | -68322 | -53462 | -265826 | -166183 | -124715 |
Profit Factor | 1.4914 | 1.8581 | 1.1112 | 1.104 | 1.1936 | 1.0131 |
Total Trades | 226 | 113 | 113 | 226 | 113 | 113 |
Winning Trades | 85 | 39 | 46 | 85 | 39 | 46 |
Losing Trades | 141 | 74 | 67 | 141 | 74 | 67 |
Profitability (%) | 37.6106 | 34.5133 | 40.708 | 37.6106 | 34.5133 | 40.708 |
Ratio Avg Win / Avg Loss | 2.4739 | 3.5256 | 1.6185 | 1.8313 | 2.2648 | 1.4756 |
Largest Winning Trade | 310391 | 310391 | 34114 | 244671 | 244671 | 63181 |
Largest Losing Trade | -21905 | -21813 | -21905 | -78576 | -47523 | -78576 |
Avg Bars in Trades | 109 | 107 | 111 | 109 | 107 | 111 |
Avg Bars in Winners | 157 | 174 | 142 | 157 | 174 | 142 |
Avg Bars in Losers | 80 | 72 | 89 | 80 | 72 | 89 |
Bars Traded | 24727 | 12136 | 12591 | 24727 | 12136 | 12591 |
Profit Streak | 10.9032 | 20.4448 | 10.9032 | 10.9032 | 20.4448 | 10.9032 |
Trades During Streak | 2 | 2 | 1 | 2 | 2 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 307155 | 241477 | -247003 | -206561 | -114844 | -559504 |
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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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