Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 362291.4855 | 136119.4444 | 226172.0411 | 429104.8852 | 209357.6081 | 219747.2771 |
Total P&L (%) | 362.2915 | 136.1194 | 226.172 | 429.1049 | 209.3576 | 219.7473 |
Avg Daily Profit (%) | 0.2396 | 0.09 | 0.1496 | 0.1102 | 0.0747 | 0.0769 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -168170 | -120066 | -94057 | -1561738 | -1256663 | -977547 |
Profit Factor | 1.3462 | 1.2657 | 1.4234 | 1.0517 | 1.0506 | 1.0527 |
Total Trades | 354 | 177 | 177 | 354 | 177 | 177 |
Winning Trades | 155 | 67 | 88 | 155 | 67 | 88 |
Losing Trades | 199 | 110 | 89 | 199 | 110 | 89 |
Profitability (%) | 43.7853 | 37.8531 | 49.7175 | 43.7853 | 37.8531 | 49.7175 |
Ratio Avg Win / Avg Loss | 1.7283 | 2.078 | 1.4396 | 1.3502 | 1.7249 | 1.0646 |
Largest Winning Trade | 86516 | 86516 | 43116 | 641174 | 641174 | 273104 |
Largest Losing Trade | -30834 | -30834 | -29231 | -474369 | -469043 | -474369 |
Avg Bars in Trades | 12 | 11 | 14 | 12 | 11 | 14 |
Avg Bars in Winners | 16 | 13 | 18 | 16 | 13 | 18 |
Avg Bars in Losers | 10 | 10 | 10 | 10 | 10 | 10 |
Bars Traded | 4530 | 2047 | 2483 | 4530 | 2047 | 2483 |
Profit Streak | 23.3294 | 25.6628 | 23.3294 | 23.3294 | 25.6628 | 23.3294 |
Trades During Streak | 2 | 1 | 1 | 2 | 1 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 366623 | -75318 | 308289 | -208770 | -260418 | -251790 |
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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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