Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 330821.1026 | 155384.1849 | 175436.9177 | 120297.7696 | 31946.4723 | 88351.2973 |
Total P&L (%) | 330.8211 | 155.3842 | 175.4369 | 120.2978 | 31.9465 | 88.3513 |
Avg Daily Profit (%) | 0.2066 | 0.0971 | 0.1096 | 0.0493 | 0.0173 | 0.0396 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -124680 | -108925 | -44094 | -454940 | -327565 | -197639 |
Profit Factor | 1.3422 | 1.2985 | 1.3931 | 1.0829 | 1.0419 | 1.1283 |
Total Trades | 242 | 121 | 121 | 242 | 121 | 121 |
Winning Trades | 136 | 65 | 71 | 136 | 65 | 71 |
Losing Trades | 106 | 56 | 50 | 106 | 56 | 50 |
Profitability (%) | 56.1983 | 53.719 | 58.6777 | 56.1983 | 53.719 | 58.6777 |
Ratio Avg Win / Avg Loss | 1.0461 | 1.1187 | 0.981 | 0.844 | 0.8977 | 0.7946 |
Largest Winning Trade | 74637 | 74637 | 25650 | 102829 | 83597 | 102829 |
Largest Losing Trade | -77617 | -27936 | -77617 | -114846 | -76759 | -114846 |
Avg Bars in Trades | 18 | 18 | 18 | 18 | 18 | 18 |
Avg Bars in Winners | 18 | 18 | 18 | 18 | 18 | 18 |
Avg Bars in Losers | 18 | 18 | 18 | 18 | 18 | 18 |
Bars Traded | 4556 | 2279 | 2277 | 4556 | 2279 | 2277 |
Profit Streak | 15.5275 | 21.8609 | 15.5275 | 15.5275 | 21.8609 | 15.5275 |
Trades During Streak | 2 | 1 | 1 | 2 | 1 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 411769 | -62249 | -45961 | -254587 | -347663 | -219414 |
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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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