Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 448576.6278 | 344848.6803 | 103727.9476 | 641802.1582 | 482066.1989 | 159735.9593 |
Total P&L (%) | 448.5766 | 344.8487 | 103.7279 | 641.8022 | 482.0662 | 159.736 |
Avg Daily Profit (%) | 0.2404 | 0.1848 | 0.0556 | 0.1074 | 0.0944 | 0.0512 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -59979 | -98925 | -92379 | -584275 | -504781 | -686922 |
Profit Factor | 1.5194 | 1.7672 | 1.2504 | 1.1304 | 1.1873 | 1.0681 |
Total Trades | 236 | 118 | 118 | 236 | 118 | 118 |
Winning Trades | 126 | 60 | 66 | 126 | 60 | 66 |
Losing Trades | 110 | 58 | 52 | 110 | 58 | 52 |
Profitability (%) | 53.3898 | 50.8475 | 55.9322 | 53.3898 | 50.8475 | 55.9322 |
Ratio Avg Win / Avg Loss | 1.3264 | 1.7083 | 0.9852 | 0.9869 | 1.1477 | 0.8415 |
Largest Winning Trade | 116881 | 116881 | 41631 | 269711 | 269711 | 178034 |
Largest Losing Trade | -48485 | -27314 | -48485 | -425570 | -235664 | -425570 |
Avg Bars in Trades | 23 | 24 | 21 | 23 | 24 | 21 |
Avg Bars in Winners | 22 | 22 | 22 | 22 | 22 | 22 |
Avg Bars in Losers | 23 | 26 | 20 | 23 | 26 | 20 |
Bars Traded | 5432 | 2893 | 2539 | 5432 | 2893 | 2539 |
Profit Streak | 5.8693 | 0 | 6.8693 | 5.8693 | 0 | 6.8693 |
Trades During Streak | 1 | 0 | 1 | 1 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 433535 | 395611 | -119083 | -125176 | -81249 | -270395 |
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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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