Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 459341.2507 | 336455.2612 | 122885.9895 | -54941.5059 | 389337.8937 | -444279.3996 |
Total P&L (%) | 459.3413 | 336.4553 | 122.886 | -54.9415 | 389.3379 | -444.2794 |
Avg Daily Profit (%) | 0.2405 | 0.1762 | 0.0643 | -0.0417 | 0.0832 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -183967 | -106636 | -162146 | -637351 | -56124 | -621830 |
Profit Factor | 1.3695 | 1.5717 | 1.1877 | 0.9456 | 2.862 | 0.4458 |
Total Trades | 224 | 112 | 112 | 224 | 112 | 112 |
Winning Trades | 140 | 66 | 74 | 140 | 66 | 74 |
Losing Trades | 84 | 46 | 38 | 84 | 46 | 38 |
Profitability (%) | 62.5 | 58.9286 | 66.0714 | 62.5 | 58.9286 | 66.0714 |
Ratio Avg Win / Avg Loss | 0.8217 | 1.0954 | 0.6099 | 0.5674 | 1.9947 | 0.2289 |
Largest Winning Trade | 87233 | 87233 | 41744 | 171896 | 171896 | 55495 |
Largest Losing Trade | -92721 | -43565 | -92721 | -593806 | -52193 | -593806 |
Avg Bars in Trades | 50 | 48 | 52 | 50 | 48 | 52 |
Avg Bars in Winners | 41 | 39 | 42 | 41 | 39 | 42 |
Avg Bars in Losers | 65 | 61 | 71 | 65 | 61 | 71 |
Bars Traded | 11271 | 5394 | 5877 | 11271 | 5394 | 5877 |
Profit Streak | 23.3065 | 55.3065 | 23.3065 | 23.3065 | 55.3065 | 23.3065 |
Trades During Streak | 3 | 5 | 1 | 3 | 5 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 398428 | 417255 | -120344 | -576519 | -74002 | -578404 |
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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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