Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 455125.6509 | 307592.3558 | 147533.295 | 495801.7607 | 377408.1719 | 118393.5887 |
Total P&L (%) | 455.1257 | 307.5924 | 147.5333 | 495.8018 | 377.4082 | 118.3936 |
Avg Daily Profit (%) | 0.2694 | 0.1821 | 0.0873 | 0.1057 | 0.0926 | 0.0462 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -109644 | -147873 | -67102 | -91143 | -91240 | -59507 |
Profit Factor | 1.5012 | 1.5643 | 1.4065 | 1.5662 | 1.7147 | 1.3406 |
Total Trades | 260 | 130 | 130 | 260 | 130 | 130 |
Winning Trades | 128 | 54 | 74 | 128 | 54 | 74 |
Losing Trades | 132 | 76 | 56 | 132 | 76 | 56 |
Profitability (%) | 49.2308 | 41.5385 | 56.9231 | 49.2308 | 41.5385 | 56.9231 |
Ratio Avg Win / Avg Loss | 1.5482 | 2.2017 | 1.0644 | 1.6151 | 2.4133 | 1.0145 |
Largest Winning Trade | 103438 | 103438 | 31807 | 147792 | 147792 | 36259 |
Largest Losing Trade | -46861 | -46861 | -41206 | -71282 | -71282 | -37951 |
Avg Bars in Trades | 12 | 19 | 6 | 12 | 19 | 6 |
Avg Bars in Winners | 14 | 23 | 7 | 14 | 23 | 7 |
Avg Bars in Losers | 11 | 16 | 4 | 11 | 16 | 4 |
Bars Traded | 3348 | 2506 | 842 | 3348 | 2506 | 842 |
Profit Streak | 18.0567 | 19.0567 | 18.0567 | 18.0567 | 19.0567 | 18.0567 |
Trades During Streak | 3 | 2 | 1 | 3 | 2 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 484302 | 292368 | -74109 | -46246 | -68290 | -129284 |
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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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