Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 570112.7163 | 515079.648 | 55033.0684 | 68770.8911 | 222701.0985 | -153930.2074 |
Total P&L (%) | 570.1127 | 515.0796 | 55.0331 | 68.7709 | 222.7011 | -153.9302 |
Avg Daily Profit (%) | 0.2423 | 0.2189 | 0.0234 | 0.0222 | 0.0498 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -148848 | -97217 | -228782 | -460447 | -327858 | -467685 |
Profit Factor | 1.4408 | 1.7272 | 1.0941 | 1.0342 | 1.2089 | 0.837 |
Total Trades | 222 | 111 | 111 | 222 | 111 | 111 |
Winning Trades | 90 | 38 | 52 | 90 | 38 | 52 |
Losing Trades | 132 | 73 | 59 | 132 | 73 | 59 |
Profitability (%) | 40.5405 | 34.2342 | 46.8468 | 40.5405 | 34.2342 | 46.8468 |
Ratio Avg Win / Avg Loss | 2.1132 | 3.3181 | 1.2413 | 1.5168 | 2.3224 | 0.9496 |
Largest Winning Trade | 228463 | 228463 | 56301 | 348564 | 348564 | 68413 |
Largest Losing Trade | -40404 | -34834 | -40404 | -171371 | -94629 | -171371 |
Avg Bars in Trades | 31 | 33 | 29 | 31 | 33 | 29 |
Avg Bars in Winners | 47 | 53 | 43 | 47 | 53 | 43 |
Avg Bars in Losers | 19 | 22 | 16 | 19 | 22 | 16 |
Bars Traded | 6908 | 3681 | 3227 | 6908 | 3681 | 3227 |
Profit Streak | 17.2765 | 24.6099 | 0 | 17.2765 | 24.6099 | 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 | 306244 | 202567 | -280895 | -346960 | -131611 | -581985 |
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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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