Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 287630.0554 | 159313.3875 | 128316.6679 | 20680.0379 | 195032.27 | -174352.2321 |
Total P&L (%) | 287.6301 | 159.3134 | 128.3167 | 20.68 | 195.0323 | -174.3522 |
Avg Daily Profit (%) | 0.1529 | 0.0847 | 0.0682 | 0.01 | 0.0575 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -144625 | -73435 | -125417 | -683960 | -369592 | -610724 |
Profit Factor | 1.3397 | 1.4563 | 1.2578 | 1.0091 | 1.2297 | 0.8766 |
Total Trades | 229 | 115 | 114 | 229 | 115 | 114 |
Winning Trades | 134 | 64 | 70 | 134 | 64 | 70 |
Losing Trades | 95 | 51 | 44 | 95 | 51 | 44 |
Profitability (%) | 58.5153 | 55.6522 | 61.4035 | 58.5153 | 55.6522 | 61.4035 |
Ratio Avg Win / Avg Loss | 0.9498 | 1.1605 | 0.7906 | 0.7154 | 0.9799 | 0.551 |
Largest Winning Trade | 57923 | 57923 | 36342 | 200052 | 200052 | 111804 |
Largest Losing Trade | -72139 | -44238 | -72139 | -527063 | -214260 | -527063 |
Avg Bars in Trades | 32 | 30 | 34 | 32 | 30 | 34 |
Avg Bars in Winners | 28 | 24 | 31 | 28 | 24 | 31 |
Avg Bars in Losers | 38 | 37 | 39 | 38 | 37 | 39 |
Bars Traded | 7391 | 3451 | 3940 | 7391 | 3451 | 3940 |
Profit Streak | 27.1506 | 27.1506 | 44.6506 | 27.1506 | 27.1506 | 44.6506 |
Trades During Streak | 2 | 1 | 2 | 2 | 1 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 330989 | -77814 | -101476 | -394736 | -117080 | -578563 |
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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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