Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 342073.9088 | 241165.3405 | 100908.5682 | 392001.8723 | 227569.5003 | 164432.372 |
Total P&L (%) | 342.0739 | 241.1653 | 100.9086 | 392.0019 | 227.5695 | 164.4324 |
Avg Daily Profit (%) | 0.3284 | 0.2315 | 0.0969 | 0.1531 | 0.114 | 0.0934 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -110600 | -91902 | -77013 | -417365 | -252097 | -236158 |
Profit Factor | 1.3165 | 1.4375 | 1.1906 | 1.1368 | 1.1574 | 1.1158 |
Total Trades | 375 | 187 | 188 | 375 | 187 | 188 |
Winning Trades | 160 | 75 | 85 | 160 | 75 | 85 |
Losing Trades | 215 | 112 | 103 | 215 | 112 | 103 |
Profitability (%) | 42.6667 | 40.107 | 45.2128 | 42.6667 | 40.107 | 45.2128 |
Ratio Avg Win / Avg Loss | 1.7691 | 2.1467 | 1.4427 | 1.5276 | 1.7285 | 1.3521 |
Largest Winning Trade | 115966 | 115966 | 25065 | 219590 | 219590 | 85016 |
Largest Losing Trade | -32105 | -21988 | -32105 | -79984 | -64945 | -79984 |
Avg Bars in Trades | 65 | 70 | 61 | 65 | 70 | 61 |
Avg Bars in Winners | 90 | 96 | 85 | 90 | 96 | 85 |
Avg Bars in Losers | 47 | 53 | 41 | 47 | 53 | 41 |
Bars Traded | 24740 | 13241 | 11499 | 24740 | 13241 | 11499 |
Profit Streak | 11.1016 | 11.1016 | 13.3516 | 11.1016 | 11.1016 | 13.3516 |
Trades During Streak | 3 | 1 | 2 | 3 | 1 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 383368 | 257099 | -74864 | -61060 | -89843 | -161755 |
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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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