Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 463788.8369 | 236999.5433 | 226789.2935 | 1338041.8015 | 265000.5354 | 1073041.2661 |
Total P&L (%) | 463.7888 | 236.9995 | 226.7893 | 1338.0418 | 265.0005 | 1073.0413 |
Avg Daily Profit (%) | 0.2462 | 0.1258 | 0.1204 | 0.1416 | 0.0688 | 0.1308 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -68151 | -56038 | -51507 | -1018879 | -816623 | -642339 |
Profit Factor | 1.5836 | 1.5143 | 1.6793 | 1.1966 | 1.0674 | 1.3732 |
Total Trades | 236 | 118 | 118 | 236 | 118 | 118 |
Winning Trades | 116 | 52 | 64 | 116 | 52 | 64 |
Losing Trades | 120 | 66 | 54 | 120 | 66 | 54 |
Profitability (%) | 49.1525 | 44.0678 | 54.2373 | 49.1525 | 44.0678 | 54.2373 |
Ratio Avg Win / Avg Loss | 1.6382 | 1.9219 | 1.4169 | 1.2379 | 1.3548 | 1.1587 |
Largest Winning Trade | 69973 | 69973 | 44156 | 454585 | 454585 | 336026 |
Largest Losing Trade | -38132 | -38132 | -35390 | -276836 | -276836 | -255036 |
Avg Bars in Trades | 23 | 25 | 21 | 23 | 25 | 21 |
Avg Bars in Winners | 30 | 34 | 26 | 30 | 34 | 26 |
Avg Bars in Losers | 16 | 17 | 15 | 16 | 17 | 15 |
Bars Traded | 5531 | 2965 | 2566 | 5531 | 2965 | 2566 |
Profit Streak | 0 | 42.3115 | 0 | 0 | 42.3115 | 0 |
Trades During Streak | 0 | 2 | 0 | 0 | 2 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 436584 | -23827 | -29618 | -6620 | -248771 | -16874 |
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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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