Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 327187.4731 | 154263.5177 | 172923.9555 | 269388.2902 | 19799.8209 | 249588.4693 |
Total P&L (%) | 327.1875 | 154.2635 | 172.924 | 269.3883 | 19.7998 | 249.5885 |
Avg Daily Profit (%) | 0.2035 | 0.096 | 0.1076 | 0.0813 | 0.0112 | 0.0779 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -102206 | -108601 | -44736 | -325190 | -284254 | -170631 |
Profit Factor | 1.4199 | 1.3387 | 1.5341 | 1.1827 | 1.0226 | 1.4167 |
Total Trades | 231 | 116 | 115 | 231 | 116 | 115 |
Winning Trades | 109 | 48 | 61 | 109 | 48 | 61 |
Losing Trades | 122 | 68 | 54 | 122 | 68 | 54 |
Profitability (%) | 47.1861 | 41.3793 | 53.0435 | 47.1861 | 41.3793 | 53.0435 |
Ratio Avg Win / Avg Loss | 1.5893 | 1.8965 | 1.358 | 1.3238 | 1.4487 | 1.2541 |
Largest Winning Trade | 92488 | 92488 | 42461 | 107483 | 107483 | 54441 |
Largest Losing Trade | -38104 | -36979 | -38104 | -158572 | -121769 | -158572 |
Avg Bars in Trades | 20 | 21 | 18 | 20 | 21 | 18 |
Avg Bars in Winners | 22 | 26 | 18 | 22 | 26 | 18 |
Avg Bars in Losers | 17 | 17 | 18 | 17 | 17 | 18 |
Bars Traded | 4631 | 2495 | 2136 | 4631 | 2495 | 2136 |
Profit Streak | 3.4062 | 4.0729 | 0 | 3.4062 | 4.0729 | 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 | 331354 | -66907 | -47452 | -104270 | -383957 | -87744 |
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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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