Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 227898.5808 | 84941.6961 | 142956.8847 | 153924.0205 | 41547.2024 | 112376.8181 |
Total P&L (%) | 227.8986 | 84.9417 | 142.9569 | 153.924 | 41.5472 | 112.3768 |
Avg Daily Profit (%) | 0.2188 | 0.0815 | 0.1372 | 0.0895 | 0.0334 | 0.0723 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -81830 | -104923 | -72480 | -238970 | -133709 | -105261 |
Profit Factor | 1.2708 | 1.2039 | 1.3362 | 1.1375 | 1.0737 | 1.2023 |
Total Trades | 307 | 154 | 153 | 307 | 154 | 153 |
Winning Trades | 146 | 70 | 76 | 146 | 70 | 76 |
Losing Trades | 161 | 84 | 77 | 161 | 84 | 77 |
Profitability (%) | 47.557 | 45.4545 | 49.6732 | 47.557 | 45.4545 | 49.6732 |
Ratio Avg Win / Avg Loss | 1.4013 | 1.4447 | 1.3538 | 1.2544 | 1.2884 | 1.2181 |
Largest Winning Trade | 98797 | 98797 | 29765 | 69173 | 69173 | 38749 |
Largest Losing Trade | -36850 | -23974 | -36850 | -59819 | -36122 | -59819 |
Avg Bars in Trades | 80 | 81 | 79 | 80 | 81 | 79 |
Avg Bars in Winners | 90 | 93 | 87 | 90 | 93 | 87 |
Avg Bars in Losers | 71 | 72 | 71 | 71 | 72 | 71 |
Bars Traded | 24670 | 12567 | 12103 | 24670 | 12567 | 12103 |
Profit Streak | 30.4301 | 49.6384 | 30.4301 | 30.4301 | 49.6384 | 30.4301 |
Trades During Streak | 5 | 6 | 2 | 5 | 6 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 355611 | -84523 | -8396 | -140550 | -289814 | -95756 |
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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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