Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 351936.8736 | 111946.6574 | 239990.2162 | 593072.4614 | 43415.9988 | 549656.4626 |
Total P&L (%) | 351.9369 | 111.9467 | 239.9902 | 593.0725 | 43.416 | 549.6565 |
Avg Daily Profit (%) | 0.2192 | 0.0697 | 0.1494 | 0.1206 | 0.0225 | 0.1166 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -81342 | -69100 | -104998 | -358411 | -420525 | -347527 |
Profit Factor | 1.4239 | 1.2523 | 1.6209 | 1.1786 | 1.0252 | 1.3438 |
Total Trades | 269 | 134 | 135 | 269 | 134 | 135 |
Winning Trades | 116 | 53 | 63 | 116 | 53 | 63 |
Losing Trades | 153 | 81 | 72 | 153 | 81 | 72 |
Profitability (%) | 43.1227 | 39.5522 | 46.6667 | 43.1227 | 39.5522 | 46.6667 |
Ratio Avg Win / Avg Loss | 1.8781 | 1.9139 | 1.8524 | 1.5545 | 1.5668 | 1.5357 |
Largest Winning Trade | 64546 | 64546 | 43756 | 181904 | 181904 | 176830 |
Largest Losing Trade | -35036 | -33228 | -35036 | -128709 | -111972 | -128709 |
Avg Bars in Trades | 70 | 72 | 67 | 70 | 72 | 67 |
Avg Bars in Winners | 104 | 100 | 108 | 104 | 100 | 108 |
Avg Bars in Losers | 43 | 54 | 32 | 43 | 54 | 32 |
Bars Traded | 18879 | 9728 | 9151 | 18879 | 9728 | 9151 |
Profit Streak | 13.1309 | 0 | 14.4643 | 13.1309 | 0 | 14.4643 |
Trades During Streak | 1 | 0 | 1 | 1 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 326760 | -103219 | 310177 | -55173 | -360722 | -36373 |
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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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