Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 230362.7762 | 135442.5215 | 94920.2547 | 390774.5203 | 179799.6795 | 210974.8408 |
Total P&L (%) | 230.3628 | 135.4425 | 94.9203 | 390.7745 | 179.7997 | 210.9748 |
Avg Daily Profit (%) | 0.2211 | 0.13 | 0.0911 | 0.1528 | 0.0988 | 0.109 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -60911 | -49620 | -33090 | -264482 | -251821 | -146759 |
Profit Factor | 1.4434 | 1.5204 | 1.3661 | 1.2648 | 1.2436 | 1.286 |
Total Trades | 262 | 131 | 131 | 262 | 131 | 131 |
Winning Trades | 106 | 50 | 56 | 106 | 50 | 56 |
Losing Trades | 156 | 81 | 75 | 156 | 81 | 75 |
Profitability (%) | 40.458 | 38.1679 | 42.7481 | 40.458 | 38.1679 | 42.7481 |
Ratio Avg Win / Avg Loss | 2.1242 | 2.463 | 1.8295 | 1.8614 | 2.0147 | 1.7223 |
Largest Winning Trade | 50766 | 50766 | 27112 | 173917 | 173917 | 130474 |
Largest Losing Trade | -15083 | -15083 | -10617 | -66270 | -63886 | -66270 |
Avg Bars in Trades | 94 | 91 | 97 | 94 | 91 | 97 |
Avg Bars in Winners | 149 | 152 | 147 | 149 | 152 | 147 |
Avg Bars in Losers | 56 | 54 | 59 | 56 | 54 | 59 |
Bars Traded | 24760 | 12014 | 12746 | 24760 | 12014 | 12746 |
Profit Streak | 9.492 | 10.492 | 9.492 | 9.492 | 10.492 | 9.492 |
Trades During Streak | 2 | 1 | 1 | 2 | 1 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 311115 | -21055 | -72071 | 250810 | -64347 | -48758 |
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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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