Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 443464.9145 | 272776.6197 | 170688.2948 | 370399.8279 | 314045.0656 | 56354.7623 |
Total P&L (%) | 443.4649 | 272.7766 | 170.6883 | 370.3998 | 314.0451 | 56.3548 |
Avg Daily Profit (%) | 0.3277 | 0.2016 | 0.1261 | 0.1145 | 0.105 | 0.033 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -141472 | -67527 | -92742 | -229482 | -75153 | -225750 |
Profit Factor | 1.4955 | 1.6983 | 1.3384 | 1.2331 | 1.5339 | 1.0563 |
Total Trades | 216 | 108 | 108 | 216 | 108 | 108 |
Winning Trades | 124 | 58 | 66 | 124 | 58 | 66 |
Losing Trades | 92 | 50 | 42 | 92 | 50 | 42 |
Profitability (%) | 57.4074 | 53.7037 | 61.1111 | 57.4074 | 53.7037 | 61.1111 |
Ratio Avg Win / Avg Loss | 1.1095 | 1.464 | 0.8517 | 0.9149 | 1.3223 | 0.6722 |
Largest Winning Trade | 50163 | 35824 | 50163 | 115532 | 115532 | 83881 |
Largest Losing Trade | -79754 | -26476 | -79754 | -167377 | -70958 | -167377 |
Avg Bars in Trades | 36 | 28 | 45 | 36 | 28 | 45 |
Avg Bars in Winners | 40 | 27 | 51 | 40 | 27 | 51 |
Avg Bars in Losers | 32 | 28 | 35 | 32 | 28 | 35 |
Bars Traded | 7935 | 3045 | 4890 | 7935 | 3045 | 4890 |
Profit Streak | 14.9046 | 36.2379 | 14.9046 | 14.9046 | 36.2379 | 14.9046 |
Trades During Streak | 4 | 3 | 2 | 4 | 3 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 490672 | 420118 | -23741 | -38517 | -49309 | -307680 |
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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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