Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 377287.284 | 372070.131 | 5217.1531 | 76553.7878 | 720172.9313 | -643619.1435 |
Total P&L (%) | 377.2873 | 372.0701 | 5.2172 | 76.5538 | 720.1729 | -643.6191 |
Avg Daily Profit (%) | 0.2037 | 0.2009 | 0.0028 | 0.0307 | 0.1137 | 0 |
Buy And Hold Return (%) | 43.7405 | 43.7405 | 43.7405 | 43.7405 | 43.7405 | 43.7405 |
Max Trade Drawdown | -145124 | -143370 | -75798 | -2196187 | -2015241 | -1455624 |
Profit Factor | 1.3643 | 1.6928 | 1.0105 | 1.0078 | 1.1479 | 0.8713 |
Total Trades | 228 | 114 | 114 | 228 | 114 | 114 |
Winning Trades | 110 | 54 | 56 | 110 | 54 | 56 |
Losing Trades | 118 | 60 | 58 | 118 | 60 | 58 |
Profitability (%) | 48.2456 | 47.3684 | 49.1228 | 48.2456 | 47.3684 | 49.1228 |
Ratio Avg Win / Avg Loss | 1.4635 | 1.8809 | 1.0466 | 1.081 | 1.2755 | 0.9025 |
Largest Winning Trade | 108529 | 108529 | 37195 | 593490 | 593490 | 566039 |
Largest Losing Trade | -43479 | -43479 | -41827 | -762409 | -762409 | -757928 |
Avg Bars in Trades | 23 | 25 | 21 | 23 | 25 | 21 |
Avg Bars in Winners | 26 | 28 | 24 | 26 | 28 | 24 |
Avg Bars in Losers | 20 | 23 | 17 | 20 | 23 | 17 |
Bars Traded | 5365 | 2963 | 2402 | 5365 | 2963 | 2402 |
Profit Streak | 20.8218 | 22.8218 | 20.8218 | 20.8218 | 22.8218 | 20.8218 |
Trades During Streak | 2 | 1 | 1 | 2 | 1 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 359080 | 373904 | -563606 | -370587 | -99081 | -580539 |
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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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