Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 244231.5409 | 191375.8707 | 52855.6703 | 192287.8344 | 92343.9657 | 99943.8687 |
Total P&L (%) | 244.2315 | 191.3759 | 52.8557 | 192.2878 | 92.344 | 99.9439 |
Avg Daily Profit (%) | 0.2279 | 0.1786 | 0.0493 | 0.1001 | 0.0611 | 0.0647 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -126305 | -78265 | -81115 | -302088 | -186937 | -282727 |
Profit Factor | 1.2618 | 1.4084 | 1.1138 | 1.0861 | 1.0789 | 1.0939 |
Total Trades | 305 | 152 | 153 | 305 | 152 | 153 |
Winning Trades | 148 | 70 | 78 | 148 | 70 | 78 |
Losing Trades | 157 | 82 | 75 | 157 | 82 | 75 |
Profitability (%) | 48.5246 | 46.0526 | 50.9804 | 48.5246 | 46.0526 | 50.9804 |
Ratio Avg Win / Avg Loss | 1.3385 | 1.6498 | 1.071 | 1.1521 | 1.2639 | 1.0518 |
Largest Winning Trade | 46639 | 46639 | 19770 | 80743 | 80743 | 48851 |
Largest Losing Trade | -36454 | -22068 | -36454 | -97280 | -75776 | -97280 |
Avg Bars in Trades | 13 | 13 | 13 | 13 | 13 | 13 |
Avg Bars in Winners | 13 | 13 | 13 | 13 | 13 | 13 |
Avg Bars in Losers | 13 | 13 | 13 | 13 | 13 | 13 |
Bars Traded | 4039 | 2014 | 2024 | 4039 | 2014 | 2024 |
Profit Streak | 16.0909 | 19.3409 | 16.0909 | 16.0909 | 19.3409 | 16.0909 |
Trades During Streak | 4 | 2 | 2 | 4 | 2 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 379687 | 336387 | -221807 | -182337 | -245052 | -222130 |
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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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