Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 382722.8693 | 115681.7798 | 267041.0895 | 640755.5954 | 264950.9048 | 375804.6906 |
Total P&L (%) | 382.7229 | 115.6818 | 267.0411 | 640.7556 | 264.9509 | 375.8047 |
Avg Daily Profit (%) | 0.2578 | 0.0779 | 0.1799 | 0.135 | 0.0873 | 0.1051 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -118273 | -114319 | -49179 | -351024 | -261609 | -362354 |
Profit Factor | 1.5112 | 1.2845 | 1.7807 | 1.3919 | 1.3314 | 1.4497 |
Total Trades | 216 | 108 | 108 | 216 | 108 | 108 |
Winning Trades | 125 | 56 | 69 | 125 | 56 | 69 |
Losing Trades | 91 | 52 | 39 | 91 | 52 | 39 |
Profitability (%) | 57.8704 | 51.8519 | 63.8889 | 57.8704 | 51.8519 | 63.8889 |
Ratio Avg Win / Avg Loss | 1.1002 | 1.1927 | 1.0065 | 1.0133 | 1.2363 | 0.8194 |
Largest Winning Trade | 53753 | 41839 | 53753 | 197043 | 197043 | 188185 |
Largest Losing Trade | -46139 | -42539 | -46139 | -304122 | -259176 | -304122 |
Avg Bars in Trades | 39 | 30 | 49 | 39 | 30 | 49 |
Avg Bars in Winners | 36 | 20 | 49 | 36 | 20 | 49 |
Avg Bars in Losers | 44 | 41 | 48 | 44 | 41 | 48 |
Bars Traded | 8626 | 3325 | 5301 | 8626 | 3325 | 5301 |
Profit Streak | 35.2019 | 35.2019 | 39.5353 | 35.2019 | 35.2019 | 39.5353 |
Trades During Streak | 3 | 1 | 2 | 3 | 1 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 470944 | -88388 | 440526 | -8152 | -75674 | -50763 |
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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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