Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 341362.3301 | 254565.9332 | 86796.3969 | 271953.5489 | 219555.6382 | 52397.9107 |
Total P&L (%) | 341.3623 | 254.5659 | 86.7964 | 271.9535 | 219.5556 | 52.3979 |
Avg Daily Profit (%) | 0.1547 | 0.1154 | 0.0393 | 0.0596 | 0.0527 | 0.0191 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -118678 | -115186 | -97534 | -229575 | -193868 | -183881 |
Profit Factor | 1.3919 | 1.6414 | 1.1831 | 1.1756 | 1.3043 | 1.0633 |
Total Trades | 231 | 115 | 116 | 231 | 115 | 116 |
Winning Trades | 110 | 54 | 56 | 110 | 54 | 56 |
Losing Trades | 121 | 61 | 60 | 121 | 61 | 60 |
Profitability (%) | 47.619 | 46.9565 | 48.2759 | 47.619 | 46.9565 | 48.2759 |
Ratio Avg Win / Avg Loss | 1.5311 | 1.8542 | 1.2676 | 1.2932 | 1.4734 | 1.1393 |
Largest Winning Trade | 88872 | 88872 | 57216 | 158984 | 158984 | 137693 |
Largest Losing Trade | -35729 | -28989 | -35729 | -76208 | -64466 | -76208 |
Avg Bars in Trades | 27 | 21 | 34 | 27 | 21 | 34 |
Avg Bars in Winners | 37 | 26 | 47 | 37 | 26 | 47 |
Avg Bars in Losers | 19 | 16 | 21 | 19 | 16 | 21 |
Bars Traded | 6436 | 2475 | 3960 | 6436 | 2475 | 3960 |
Profit Streak | 16.4413 | 0 | 57.7747 | 16.4413 | 0 | 57.7747 |
Trades During Streak | 1 | 0 | 2 | 1 | 0 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 364542 | -36989 | -159450 | -139619 | -123612 | -319301 |
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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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