Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 378078.3589 | 245135.9283 | 132942.4307 | 453354.5876 | 299979.539 | 153375.0486 |
Total P&L (%) | 378.0784 | 245.1359 | 132.9424 | 453.3546 | 299.9795 | 153.375 |
Avg Daily Profit (%) | 0.1972 | 0.1278 | 0.0693 | 0.0893 | 0.0723 | 0.0485 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -93520 | -78195 | -70104 | -1271434 | -604646 | -960693 |
Profit Factor | 1.5177 | 1.7016 | 1.3491 | 1.065 | 1.0876 | 1.0432 |
Total Trades | 214 | 107 | 107 | 214 | 107 | 107 |
Winning Trades | 106 | 53 | 53 | 106 | 53 | 53 |
Losing Trades | 108 | 54 | 54 | 108 | 54 | 54 |
Profitability (%) | 49.5327 | 49.5327 | 49.5327 | 49.5327 | 49.5327 | 49.5327 |
Ratio Avg Win / Avg Loss | 1.5464 | 1.7337 | 1.3745 | 1.0851 | 1.1081 | 1.0629 |
Largest Winning Trade | 130787 | 130787 | 54595 | 494747 | 494747 | 431585 |
Largest Losing Trade | -35050 | -29031 | -35050 | -426426 | -426426 | -365360 |
Avg Bars in Trades | 50 | 44 | 57 | 50 | 44 | 57 |
Avg Bars in Winners | 69 | 53 | 85 | 69 | 53 | 85 |
Avg Bars in Losers | 32 | 35 | 29 | 32 | 35 | 29 |
Bars Traded | 10880 | 4735 | 6145 | 10880 | 4735 | 6145 |
Profit Streak | 34.6112 | 39.4446 | 0 | 34.6112 | 39.4446 | 0 |
Trades During Streak | 1 | 1 | 0 | 1 | 1 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 417702 | -19031 | -100432 | -221345 | -220472 | -301601 |
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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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