Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 294316.2178 | 169170.1324 | 125146.0854 | 219876.1152 | -11889.2778 | 231765.393 |
Total P&L (%) | 294.3162 | 169.1701 | 125.1461 | 219.8761 | -11.8893 | 231.7654 |
Avg Daily Profit (%) | 0.2825 | 0.1624 | 0.1201 | 0.1117 | -0.0122 | 0.1152 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -90396 | -58542 | -74085 | -365732 | -306089 | -137917 |
Profit Factor | 1.4098 | 1.4703 | 1.3491 | 1.146 | 0.9862 | 1.3609 |
Total Trades | 237 | 119 | 118 | 237 | 119 | 118 |
Winning Trades | 177 | 87 | 90 | 177 | 87 | 90 |
Losing Trades | 60 | 32 | 28 | 60 | 32 | 28 |
Profitability (%) | 74.6835 | 73.1092 | 76.2712 | 74.6835 | 73.1092 | 76.2712 |
Ratio Avg Win / Avg Loss | 0.4779 | 0.5408 | 0.4197 | 0.3885 | 0.3628 | 0.4234 |
Largest Winning Trade | 34008 | 34008 | 23260 | 50112 | 40303 | 50112 |
Largest Losing Trade | -59700 | -49299 | -59700 | -253786 | -253786 | -126814 |
Avg Bars in Trades | 103 | 104 | 103 | 103 | 104 | 103 |
Avg Bars in Winners | 64 | 64 | 63 | 64 | 64 | 63 |
Avg Bars in Losers | 220 | 213 | 229 | 220 | 213 | 229 |
Bars Traded | 24619 | 12449 | 12170 | 24619 | 12449 | 12170 |
Profit Streak | 13.3017 | 54.635 | 13.3017 | 13.3017 | 54.635 | 13.3017 |
Trades During Streak | 3 | 8 | 1 | 3 | 8 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 480832 | 410927 | -29854 | -99508 | -576120 | -36376 |
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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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