Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 483655.2134 | 260117.7435 | 223537.4698 | 1516529.694 | 1228388.8586 | 288140.8353 |
Total P&L (%) | 483.6552 | 260.1177 | 223.5375 | 1516.5297 | 1228.3889 | 288.1408 |
Avg Daily Profit (%) | 0.2881 | 0.1549 | 0.1331 | 0.1659 | 0.1542 | 0.0808 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -66577 | -78637 | -47779 | -1430834 | -417740 | -1105855 |
Profit Factor | 1.7463 | 1.8174 | 1.6776 | 1.3304 | 1.593 | 1.1144 |
Total Trades | 215 | 107 | 108 | 215 | 107 | 108 |
Winning Trades | 79 | 33 | 46 | 79 | 33 | 46 |
Losing Trades | 136 | 74 | 62 | 136 | 74 | 62 |
Profitability (%) | 36.7442 | 30.8411 | 42.5926 | 36.7442 | 30.8411 | 42.5926 |
Ratio Avg Win / Avg Loss | 3.0062 | 4.0755 | 2.2611 | 2.2904 | 3.5723 | 1.5021 |
Largest Winning Trade | 117399 | 117399 | 51846 | 641502 | 641502 | 452007 |
Largest Losing Trade | -26372 | -20177 | -26372 | -376089 | -214210 | -376089 |
Avg Bars in Trades | 14 | 13 | 16 | 14 | 13 | 16 |
Avg Bars in Winners | 27 | 27 | 27 | 27 | 27 | 27 |
Avg Bars in Losers | 7 | 6 | 8 | 7 | 6 | 8 |
Bars Traded | 3212 | 1420 | 1792 | 3212 | 1420 | 1792 |
Profit Streak | 30.5202 | 0 | 50.0202 | 30.5202 | 0 | 50.0202 |
Trades During Streak | 1 | 0 | 2 | 1 | 0 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 305012 | 116695 | -13991 | 212953 | 114825 | -180487 |
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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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