Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 421841.0498 | 297733.2743 | 124107.7755 | 333197.3521 | 148330.3183 | 184867.0338 |
Total P&L (%) | 421.8411 | 297.7333 | 124.1078 | 333.1974 | 148.3303 | 184.867 |
Avg Daily Profit (%) | 0.2278 | 0.1608 | 0.067 | 0.0792 | 0.0491 | 0.0565 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -128092 | -115571 | -85904 | -440409 | -406765 | -243167 |
Profit Factor | 1.3944 | 1.4962 | 1.2643 | 1.1179 | 1.0905 | 1.1557 |
Total Trades | 242 | 121 | 121 | 242 | 121 | 121 |
Winning Trades | 114 | 50 | 64 | 114 | 50 | 64 |
Losing Trades | 128 | 71 | 57 | 128 | 71 | 57 |
Profitability (%) | 47.1074 | 41.3223 | 52.8926 | 47.1074 | 41.3223 | 52.8926 |
Ratio Avg Win / Avg Loss | 1.5657 | 2.1247 | 1.126 | 1.2552 | 1.5485 | 1.0293 |
Largest Winning Trade | 84093 | 84093 | 41864 | 222935 | 222935 | 97493 |
Largest Losing Trade | -31917 | -31917 | -31394 | -88806 | -88806 | -69393 |
Avg Bars in Trades | 14 | 15 | 13 | 14 | 15 | 13 |
Avg Bars in Winners | 16 | 19 | 14 | 16 | 19 | 14 |
Avg Bars in Losers | 12 | 12 | 12 | 12 | 12 | 12 |
Bars Traded | 3501 | 1845 | 1656 | 3501 | 1845 | 1656 |
Profit Streak | 0 | 0 | 21.9789 | 0 | 0 | 21.9789 |
Trades During Streak | 0 | 0 | 1 | 0 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 361786 | 228607 | -102620 | -177637 | -250480 | -165718 |
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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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