Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 302133.7298 | 122134.2232 | 179999.5066 | 291736.1148 | 73920.7645 | 217815.3503 |
Total P&L (%) | 302.1337 | 122.1342 | 179.9995 | 291.7361 | 73.9208 | 217.8154 |
Avg Daily Profit (%) | 0.1882 | 0.0761 | 0.1121 | 0.0851 | 0.0345 | 0.072 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -84626 | -112243 | -75417 | -162496 | -119078 | -150554 |
Profit Factor | 1.3907 | 1.3032 | 1.4859 | 1.2063 | 1.1042 | 1.3092 |
Total Trades | 213 | 106 | 107 | 213 | 106 | 107 |
Winning Trades | 99 | 43 | 56 | 99 | 43 | 56 |
Losing Trades | 114 | 63 | 51 | 114 | 63 | 51 |
Profitability (%) | 46.4789 | 40.566 | 52.3364 | 46.4789 | 40.566 | 52.3364 |
Ratio Avg Win / Avg Loss | 1.6014 | 1.9093 | 1.3532 | 1.3891 | 1.6178 | 1.1923 |
Largest Winning Trade | 111985 | 111985 | 46373 | 101336 | 78999 | 101336 |
Largest Losing Trade | -27945 | -23805 | -27945 | -84603 | -57367 | -84603 |
Avg Bars in Trades | 43 | 36 | 50 | 43 | 36 | 50 |
Avg Bars in Winners | 56 | 42 | 67 | 56 | 42 | 67 |
Avg Bars in Losers | 32 | 32 | 32 | 32 | 32 | 32 |
Bars Traded | 9305 | 3876 | 5428 | 9305 | 3876 | 5428 |
Profit Streak | 21.224 | 0 | 22.3907 | 21.224 | 0 | 22.3907 |
Trades During Streak | 1 | 0 | 1 | 1 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 344382 | -94113 | -41535 | -79567 | -255585 | -96031 |
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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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