Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 262602.6067 | 183136.1254 | 79466.4813 | 442525.7364 | 56091.8213 | 386433.915 |
Total P&L (%) | 262.6026 | 183.1361 | 79.4665 | 442.5257 | 56.0918 | 386.4339 |
Avg Daily Profit (%) | 0.2521 | 0.1758 | 0.0763 | 0.1625 | 0.0428 | 0.152 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -70924 | -62369 | -72894 | -448261 | -458363 | -218843 |
Profit Factor | 1.478 | 1.6309 | 1.3067 | 1.1976 | 1.0446 | 1.3935 |
Total Trades | 242 | 121 | 121 | 242 | 121 | 121 |
Winning Trades | 96 | 44 | 52 | 96 | 44 | 52 |
Losing Trades | 146 | 77 | 69 | 146 | 77 | 69 |
Profitability (%) | 39.6694 | 36.3636 | 42.9752 | 39.6694 | 36.3636 | 42.9752 |
Ratio Avg Win / Avg Loss | 2.2477 | 2.854 | 1.7338 | 1.8214 | 1.8281 | 1.849 |
Largest Winning Trade | 95782 | 95782 | 28675 | 118141 | 118141 | 108882 |
Largest Losing Trade | -11535 | -10831 | -11535 | -92680 | -75552 | -92680 |
Avg Bars in Trades | 102 | 97 | 107 | 102 | 97 | 107 |
Avg Bars in Winners | 168 | 166 | 170 | 168 | 166 | 170 |
Avg Bars in Losers | 58 | 57 | 59 | 58 | 57 | 59 |
Bars Traded | 24721 | 11756 | 12965 | 24721 | 11756 | 12965 |
Profit Streak | 9.3309 | 9.3309 | 21.4559 | 9.3309 | 9.3309 | 21.4559 |
Trades During Streak | 2 | 1 | 2 | 2 | 1 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 313521 | 202782 | -91767 | 129755 | -311942 | 254256 |
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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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