Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 432886.7915 | 237904.3464 | 194982.4451 | 334282.8662 | 149050.1757 | 185232.6905 |
Total P&L (%) | 432.8868 | 237.9043 | 194.9824 | 334.2829 | 149.0502 | 185.2327 |
Avg Daily Profit (%) | 0.2393 | 0.1315 | 0.1078 | 0.0812 | 0.0504 | 0.0579 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -90718 | -133922 | -67539 | -430813 | -593544 | -442128 |
Profit Factor | 1.4801 | 1.4979 | 1.4601 | 1.0873 | 1.0752 | 1.1003 |
Total Trades | 192 | 96 | 96 | 192 | 96 | 96 |
Winning Trades | 94 | 42 | 52 | 94 | 42 | 52 |
Losing Trades | 98 | 54 | 44 | 98 | 54 | 44 |
Profitability (%) | 48.9583 | 43.75 | 54.1667 | 48.9583 | 43.75 | 54.1667 |
Ratio Avg Win / Avg Loss | 1.5431 | 1.9259 | 1.2355 | 1.1336 | 1.3825 | 0.9311 |
Largest Winning Trade | 93686 | 93686 | 55052 | 212915 | 212915 | 166816 |
Largest Losing Trade | -62780 | -27502 | -62780 | -242011 | -151146 | -242011 |
Avg Bars in Trades | 111 | 119 | 102 | 111 | 119 | 102 |
Avg Bars in Winners | 141 | 156 | 130 | 141 | 156 | 130 |
Avg Bars in Losers | 81 | 90 | 70 | 81 | 90 | 70 |
Bars Traded | 21320 | 11434 | 9886 | 21320 | 11434 | 9886 |
Profit Streak | 26.5507 | 34.7174 | 0 | 26.5507 | 34.7174 | 0 |
Trades During Streak | 1 | 1 | 0 | 1 | 1 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 410189 | -17270 | -47815 | -207848 | -265492 | -227129 |
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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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