Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 381549.7783 | 200342.4522 | 181207.3261 | 208188.0386 | 36444.891 | 171743.1476 |
Total P&L (%) | 381.5498 | 200.3425 | 181.2073 | 208.188 | 36.4449 | 171.7431 |
Avg Daily Profit (%) | 0.2114 | 0.111 | 0.1004 | 0.0624 | 0.0172 | 0.0554 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -150719 | -116947 | -80513 | -1654673 | -942983 | -1426944 |
Profit Factor | 1.3619 | 1.3664 | 1.3572 | 1.0237 | 1.0087 | 1.0372 |
Total Trades | 242 | 121 | 121 | 242 | 121 | 121 |
Winning Trades | 111 | 46 | 65 | 111 | 46 | 65 |
Losing Trades | 131 | 75 | 56 | 131 | 75 | 56 |
Profitability (%) | 45.8678 | 38.0165 | 53.719 | 45.8678 | 38.0165 | 53.719 |
Ratio Avg Win / Avg Loss | 1.6073 | 2.2277 | 1.1693 | 1.2081 | 1.6447 | 0.8936 |
Largest Winning Trade | 97097 | 97097 | 48872 | 663440 | 663440 | 322905 |
Largest Losing Trade | -53985 | -29095 | -53985 | -545870 | -338182 | -545870 |
Avg Bars in Trades | 87 | 99 | 74 | 87 | 99 | 74 |
Avg Bars in Winners | 109 | 129 | 94 | 109 | 129 | 94 |
Avg Bars in Losers | 69 | 81 | 52 | 69 | 81 | 52 |
Bars Traded | 21153 | 12095 | 9058 | 21153 | 12095 | 9058 |
Profit Streak | 24.6721 | 31.2554 | 0 | 24.6721 | 31.2554 | 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 | 341832 | -47526 | -58230 | -303896 | -386551 | -299951 |
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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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