Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 221796.1093 | 161785.6564 | 60010.4529 | 258445.5212 | 158702.7078 | 99742.8134 |
Total P&L (%) | 221.7961 | 161.7857 | 60.0105 | 258.4455 | 158.7027 | 99.7428 |
Avg Daily Profit (%) | 0.4259 | 0.3106 | 0.1152 | 0.2454 | 0.1827 | 0.1329 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -65023 | -53710 | -58702 | -328606 | -265589 | -249698 |
Profit Factor | 1.3012 | 1.4359 | 1.1643 | 1.1057 | 1.1293 | 1.082 |
Total Trades | 328 | 164 | 164 | 328 | 164 | 164 |
Winning Trades | 127 | 60 | 67 | 127 | 60 | 67 |
Losing Trades | 201 | 104 | 97 | 201 | 104 | 97 |
Profitability (%) | 38.7195 | 36.5854 | 40.8537 | 38.7195 | 36.5854 | 40.8537 |
Ratio Avg Win / Avg Loss | 2.0594 | 2.489 | 1.6856 | 1.75 | 1.9574 | 1.5664 |
Largest Winning Trade | 62242 | 62242 | 29209 | 128570 | 95649 | 128570 |
Largest Losing Trade | -12668 | -10467 | -12668 | -48033 | -45955 | -48033 |
Avg Bars in Trades | 75 | 70 | 79 | 75 | 70 | 79 |
Avg Bars in Winners | 133 | 122 | 142 | 133 | 122 | 142 |
Avg Bars in Losers | 39 | 41 | 36 | 39 | 41 | 36 |
Bars Traded | 24748 | 11634 | 13113 | 24748 | 11634 | 13113 |
Profit Streak | 7.19 | 7.19 | 15.5025 | 7.19 | 7.19 | 15.5025 |
Trades During Streak | 2 | 1 | 2 | 2 | 1 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 311835 | 208525 | -81296 | -97212 | -74566 | -147575 |
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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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