Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 264123.0696 | 184741.8266 | 79381.2429 | 423794.2309 | 118944.4402 | 304849.7907 |
Total P&L (%) | 264.1231 | 184.7418 | 79.3812 | 423.7942 | 118.9444 | 304.8498 |
Avg Daily Profit (%) | 0.2536 | 0.1774 | 0.0762 | 0.1591 | 0.0753 | 0.1343 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -113010 | -88614 | -73053 | -1306526 | -925800 | -574016 |
Profit Factor | 1.4455 | 1.6019 | 1.2776 | 1.1013 | 1.0534 | 1.1556 |
Total Trades | 261 | 130 | 131 | 261 | 130 | 131 |
Winning Trades | 121 | 59 | 62 | 121 | 59 | 62 |
Losing Trades | 140 | 71 | 69 | 140 | 71 | 69 |
Profitability (%) | 46.3602 | 45.3846 | 47.3282 | 46.3602 | 45.3846 | 47.3282 |
Ratio Avg Win / Avg Loss | 1.6725 | 1.9277 | 1.4219 | 1.2742 | 1.2677 | 1.2861 |
Largest Winning Trade | 87010 | 87010 | 28540 | 278162 | 201371 | 278162 |
Largest Losing Trade | -17307 | -17307 | -17026 | -208169 | -208169 | -184423 |
Avg Bars in Trades | 94 | 86 | 102 | 94 | 86 | 102 |
Avg Bars in Winners | 125 | 119 | 132 | 125 | 119 | 132 |
Avg Bars in Losers | 67 | 59 | 74 | 67 | 59 | 74 |
Bars Traded | 24626 | 11255 | 13371 | 24626 | 11255 | 13371 |
Profit Streak | 7.9172 | 0 | 10.9172 | 7.9172 | 0 | 10.9172 |
Trades During Streak | 1 | 0 | 2 | 1 | 0 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 388382 | 304393 | -91402 | -101229 | -256205 | -63201 |
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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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