Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 451767.5567 | 349557.1061 | 102210.4506 | 643664.2876 | 364866.5152 | 278797.7723 |
Total P&L (%) | 451.7676 | 349.5571 | 102.2105 | 643.6643 | 364.8665 | 278.7978 |
Avg Daily Profit (%) | 0.2056 | 0.1591 | 0.0465 | 0.0913 | 0.0699 | 0.0606 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -90546 | -94252 | -78829 | -176142 | -208752 | -168399 |
Profit Factor | 1.463 | 1.6717 | 1.2245 | 1.3002 | 1.2944 | 1.3082 |
Total Trades | 222 | 111 | 111 | 222 | 111 | 111 |
Winning Trades | 100 | 48 | 52 | 100 | 48 | 52 |
Losing Trades | 122 | 63 | 59 | 122 | 63 | 59 |
Profitability (%) | 45.045 | 43.2432 | 46.8468 | 45.045 | 43.2432 | 46.8468 |
Ratio Avg Win / Avg Loss | 1.7849 | 2.1941 | 1.3893 | 1.5863 | 1.6989 | 1.4843 |
Largest Winning Trade | 102529 | 102529 | 39020 | 377927 | 377927 | 82539 |
Largest Losing Trade | -29290 | -20163 | -29290 | -101232 | -101232 | -76505 |
Avg Bars in Trades | 29 | 26 | 32 | 29 | 26 | 32 |
Avg Bars in Winners | 43 | 35 | 51 | 43 | 35 | 51 |
Avg Bars in Losers | 17 | 18 | 15 | 17 | 18 | 15 |
Bars Traded | 6474 | 2911 | 3563 | 6474 | 2911 | 3563 |
Profit Streak | 0 | 0 | 255.9941 | 0 | 0 | 255.9941 |
Trades During Streak | 0 | 0 | 8 | 0 | 0 | 8 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 337407 | 281847 | -131191 | -69895 | -100997 | -111865 |
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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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