Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 329895.9495 | 109320.2922 | 220575.6573 | 352063.1266 | 27562.2059 | 324500.9207 |
Total P&L (%) | 329.896 | 109.3203 | 220.5757 | 352.0631 | 27.5622 | 324.5009 |
Avg Daily Profit (%) | 0.2544 | 0.0843 | 0.1701 | 0.1164 | 0.0188 | 0.1115 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -203991 | -137983 | -142524 | -457887 | -307486 | -302534 |
Profit Factor | 1.3252 | 1.2349 | 1.4017 | 1.1182 | 1.0198 | 1.2046 |
Total Trades | 305 | 153 | 152 | 305 | 153 | 152 |
Winning Trades | 132 | 62 | 70 | 132 | 62 | 70 |
Losing Trades | 173 | 91 | 82 | 173 | 91 | 82 |
Profitability (%) | 43.2787 | 40.5229 | 46.0526 | 43.2787 | 40.5229 | 46.0526 |
Ratio Avg Win / Avg Loss | 1.7368 | 1.8125 | 1.6419 | 1.4656 | 1.4968 | 1.4111 |
Largest Winning Trade | 71238 | 71238 | 39478 | 213984 | 213984 | 124911 |
Largest Losing Trade | -28902 | -18556 | -28902 | -109267 | -82038 | -109267 |
Avg Bars in Trades | 12 | 11 | 13 | 12 | 11 | 13 |
Avg Bars in Winners | 16 | 14 | 18 | 16 | 14 | 18 |
Avg Bars in Losers | 9 | 9 | 9 | 9 | 9 | 9 |
Bars Traded | 3810 | 1724 | 2087 | 3810 | 1724 | 2087 |
Profit Streak | 14.3339 | 14.3339 | 16.6672 | 14.3339 | 14.3339 | 16.6672 |
Trades During Streak | 2 | 1 | 1 | 2 | 1 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 351656 | -82195 | 314573 | -127750 | -372407 | -45042 |
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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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