Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 339592.9533 | 105939.3285 | 233653.6247 | 306644.3441 | 34903.5505 | 271740.7937 |
Total P&L (%) | 339.593 | 105.9393 | 233.6536 | 306.6443 | 34.9036 | 271.7408 |
Avg Daily Profit (%) | 0.2108 | 0.0658 | 0.145 | 0.0871 | 0.0186 | 0.0815 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -149665 | -87241 | -82770 | -1810451 | -828936 | -1084047 |
Profit Factor | 1.3209 | 1.1911 | 1.4636 | 1.0473 | 1.0106 | 1.0851 |
Total Trades | 272 | 136 | 136 | 272 | 136 | 136 |
Winning Trades | 117 | 54 | 63 | 117 | 54 | 63 |
Losing Trades | 155 | 82 | 73 | 155 | 82 | 73 |
Profitability (%) | 43.0147 | 39.7059 | 46.3235 | 43.0147 | 39.7059 | 46.3235 |
Ratio Avg Win / Avg Loss | 1.7499 | 1.8088 | 1.696 | 1.3874 | 1.5346 | 1.2573 |
Largest Winning Trade | 80283 | 80283 | 44018 | 418376 | 418376 | 304468 |
Largest Losing Trade | -25461 | -23692 | -25461 | -281910 | -177681 | -281910 |
Avg Bars in Trades | 11 | 10 | 13 | 11 | 10 | 13 |
Avg Bars in Winners | 17 | 14 | 19 | 17 | 14 | 19 |
Avg Bars in Losers | 7 | 7 | 7 | 7 | 7 | 7 |
Bars Traded | 3181 | 1403 | 1778 | 3181 | 1403 | 1778 |
Profit Streak | 16.4916 | 0 | 19.4916 | 16.4916 | 0 | 19.4916 |
Trades During Streak | 1 | 0 | 1 | 1 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 309400 | -118213 | 71350 | -245649 | -382383 | -211837 |
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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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