Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 550222.0278 | 439892.1426 | 110329.8853 | 192790.0116 | 78778.5641 | 114011.4475 |
Total P&L (%) | 550.222 | 439.8921 | 110.3299 | 192.79 | 78.7786 | 114.0114 |
Avg Daily Profit (%) | 0.3144 | 0.2514 | 0.063 | 0.0614 | 0.0332 | 0.0435 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -94066 | -149456 | -68493 | -220829 | -256291 | -122443 |
Profit Factor | 1.4814 | 1.7772 | 1.1913 | 1.1016 | 1.0818 | 1.122 |
Total Trades | 280 | 140 | 140 | 280 | 140 | 140 |
Winning Trades | 100 | 43 | 57 | 100 | 43 | 57 |
Losing Trades | 180 | 97 | 83 | 180 | 97 | 83 |
Profitability (%) | 35.7143 | 30.7143 | 40.7143 | 35.7143 | 30.7143 | 40.7143 |
Ratio Avg Win / Avg Loss | 2.6666 | 4.0091 | 1.7346 | 1.9829 | 2.4404 | 1.6338 |
Largest Winning Trade | 353466 | 353466 | 55781 | 218493 | 218493 | 86587 |
Largest Losing Trade | -19085 | -18424 | -19085 | -42732 | -42732 | -41788 |
Avg Bars in Trades | 18 | 16 | 20 | 18 | 16 | 20 |
Avg Bars in Winners | 34 | 31 | 36 | 34 | 31 | 36 |
Avg Bars in Losers | 9 | 9 | 10 | 9 | 9 | 10 |
Bars Traded | 5188 | 2263 | 2925 | 5188 | 2263 | 2925 |
Profit Streak | 34.4402 | 34.4402 | 34.7735 | 34.4402 | 34.4402 | 34.7735 |
Trades During Streak | 3 | 1 | 2 | 3 | 1 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 322207 | 164408 | -120308 | -220934 | -284814 | -222536 |
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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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