Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 358704.6711 | 223527.3819 | 135177.2891 | 324529.3625 | 169790.0882 | 154739.2743 |
Total P&L (%) | 358.7047 | 223.5274 | 135.1773 | 324.5294 | 169.7901 | 154.7393 |
Avg Daily Profit (%) | 0.1913 | 0.1192 | 0.0721 | 0.0772 | 0.053 | 0.0499 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -95774 | -90226 | -56657 | -715563 | -448659 | -387930 |
Profit Factor | 1.3651 | 1.4742 | 1.2646 | 1.1005 | 1.1049 | 1.0961 |
Total Trades | 356 | 178 | 178 | 356 | 178 | 178 |
Winning Trades | 154 | 72 | 82 | 154 | 72 | 82 |
Losing Trades | 202 | 106 | 96 | 202 | 106 | 96 |
Profitability (%) | 43.2584 | 40.4494 | 46.0674 | 43.2584 | 40.4494 | 46.0674 |
Ratio Avg Win / Avg Loss | 1.7906 | 2.1703 | 1.4805 | 1.4435 | 1.6267 | 1.2832 |
Largest Winning Trade | 109161 | 109161 | 53555 | 459554 | 459554 | 158247 |
Largest Losing Trade | -32701 | -32701 | -27432 | -124416 | -124416 | -113626 |
Avg Bars in Trades | 15 | 13 | 17 | 15 | 13 | 17 |
Avg Bars in Winners | 22 | 21 | 23 | 22 | 21 | 23 |
Avg Bars in Losers | 9 | 8 | 11 | 9 | 8 | 11 |
Bars Traded | 5527 | 2444 | 3083 | 5527 | 2444 | 3083 |
Profit Streak | 7.5583 | 7.5583 | 10.2249 | 7.5583 | 7.5583 | 10.2249 |
Trades During Streak | 2 | 1 | 1 | 2 | 1 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 352734 | -33946 | -97013 | -199248 | -228589 | -241346 |
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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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