Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 512278.8891 | 332697.0931 | 179581.796 | 1424020.4323 | 1247182.2166 | 176838.2157 |
Total P&L (%) | 512.2789 | 332.6971 | 179.5818 | 1424.0204 | 1247.1822 | 176.8382 |
Avg Daily Profit (%) | 0.3022 | 0.1963 | 0.1059 | 0.1608 | 0.1535 | 0.0601 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -59035 | -76143 | -42952 | -896402 | -296209 | -699711 |
Profit Factor | 1.5708 | 1.7337 | 1.4044 | 1.336 | 1.6131 | 1.0802 |
Total Trades | 305 | 153 | 152 | 305 | 153 | 152 |
Winning Trades | 114 | 52 | 62 | 114 | 52 | 62 |
Losing Trades | 191 | 101 | 90 | 191 | 101 | 90 |
Profitability (%) | 37.377 | 33.9869 | 40.7895 | 37.377 | 33.9869 | 40.7895 |
Ratio Avg Win / Avg Loss | 2.6318 | 3.3673 | 2.0387 | 2.2383 | 3.1332 | 1.5681 |
Largest Winning Trade | 106378 | 106378 | 52555 | 423867 | 423867 | 263846 |
Largest Losing Trade | -25621 | -21177 | -25621 | -146409 | -124849 | -146409 |
Avg Bars in Trades | 22 | 19 | 24 | 22 | 19 | 24 |
Avg Bars in Winners | 40 | 38 | 42 | 40 | 38 | 42 |
Avg Bars in Losers | 10 | 10 | 11 | 10 | 10 | 11 |
Bars Traded | 6723 | 3048 | 3675 | 6723 | 3048 | 3675 |
Profit Streak | 9.2666 | 16.2666 | 0 | 9.2666 | 16.2666 | 0 |
Trades During Streak | 1 | 1 | 0 | 1 | 1 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 338098 | 206925 | -52793 | 242935 | 200402 | -246937 |
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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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