Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 351452.3063 | 230174.8485 | 121277.4577 | 621002.0666 | 597293.2528 | 23708.8138 |
Total P&L (%) | 351.4523 | 230.1748 | 121.2775 | 621.0021 | 597.2933 | 23.7088 |
Avg Daily Profit (%) | 0.3374 | 0.221 | 0.1164 | 0.1898 | 0.1866 | 0.0204 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -103089 | -54601 | -71941 | -1345875 | -496530 | -849345 |
Profit Factor | 1.5346 | 1.7216 | 1.3583 | 1.1263 | 1.2546 | 1.0092 |
Total Trades | 224 | 112 | 112 | 224 | 112 | 112 |
Winning Trades | 112 | 52 | 60 | 112 | 52 | 60 |
Losing Trades | 112 | 60 | 52 | 112 | 60 | 52 |
Profitability (%) | 50 | 46.4286 | 53.5714 | 50 | 46.4286 | 53.5714 |
Ratio Avg Win / Avg Loss | 1.5346 | 1.9865 | 1.1772 | 1.1263 | 1.4476 | 0.8747 |
Largest Winning Trade | 95412 | 95412 | 28080 | 542568 | 542568 | 354215 |
Largest Losing Trade | -36354 | -29564 | -36354 | -343655 | -282835 | -343655 |
Avg Bars in Trades | 109 | 111 | 108 | 109 | 111 | 108 |
Avg Bars in Winners | 131 | 135 | 128 | 131 | 135 | 128 |
Avg Bars in Losers | 87 | 90 | 83 | 87 | 90 | 83 |
Bars Traded | 24576 | 12479 | 12097 | 24576 | 12479 | 12097 |
Profit Streak | 8.3613 | 0 | 17.6113 | 8.3613 | 0 | 17.6113 |
Trades During Streak | 1 | 0 | 2 | 1 | 0 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 477656 | 339051 | -35857 | -71816 | 219038 | -380763 |
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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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