Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 422422.2403 | 304902.4612 | 117519.7792 | 462434.9768 | 676225.5816 | -213790.6048 |
Total P&L (%) | 422.4222 | 304.9025 | 117.5198 | 462.435 | 676.2256 | -213.7906 |
Avg Daily Profit (%) | 0.2953 | 0.2131 | 0.0822 | 0.1208 | 0.1434 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -140512 | -86705 | -89143 | -1152382 | -806773 | -1027935 |
Profit Factor | 1.3706 | 1.523 | 1.211 | 1.0611 | 1.1754 | 0.9424 |
Total Trades | 308 | 154 | 154 | 308 | 154 | 154 |
Winning Trades | 157 | 82 | 75 | 157 | 82 | 75 |
Losing Trades | 151 | 72 | 79 | 151 | 72 | 79 |
Profitability (%) | 50.974 | 53.2468 | 48.7013 | 50.974 | 53.2468 | 48.7013 |
Ratio Avg Win / Avg Loss | 1.3182 | 1.3372 | 1.2756 | 1.0206 | 1.0321 | 0.9926 |
Largest Winning Trade | 119915 | 119915 | 37406 | 559784 | 559784 | 341231 |
Largest Losing Trade | -47536 | -31845 | -47536 | -668086 | -384471 | -668086 |
Avg Bars in Trades | 9 | 9 | 9 | 9 | 9 | 9 |
Avg Bars in Winners | 9 | 9 | 9 | 9 | 9 | 9 |
Avg Bars in Losers | 9 | 9 | 9 | 9 | 9 | 9 |
Bars Traded | 2775 | 1388 | 1386 | 2775 | 1388 | 1386 |
Profit Streak | 15.8968 | 15.8968 | 20.3968 | 15.8968 | 15.8968 | 20.3968 |
Trades During Streak | 3 | 1 | 2 | 3 | 1 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 448190 | 385513 | -82643 | -181522 | -27297 | -579693 |
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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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