Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 327886.8961 | 262395.9736 | 65490.9225 | 68734.1059 | 16052.5464 | 52681.5595 |
Total P&L (%) | 327.8869 | 262.396 | 65.4909 | 68.7341 | 16.0525 | 52.6816 |
Avg Daily Profit (%) | 0.24 | 0.1921 | 0.0479 | 0.0383 | 0.0109 | 0.031 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -94122 | -109348 | -53880 | -199384 | -218473 | -86279 |
Profit Factor | 1.376 | 1.5267 | 1.1751 | 1.0595 | 1.0235 | 1.1118 |
Total Trades | 227 | 114 | 113 | 227 | 114 | 113 |
Winning Trades | 121 | 57 | 64 | 121 | 57 | 64 |
Losing Trades | 106 | 57 | 49 | 106 | 57 | 49 |
Profitability (%) | 53.304 | 50 | 56.6372 | 53.304 | 50 | 56.6372 |
Ratio Avg Win / Avg Loss | 1.2054 | 1.5267 | 0.8997 | 0.9281 | 1.0235 | 0.8513 |
Largest Winning Trade | 182112 | 182112 | 33426 | 83605 | 83605 | 37603 |
Largest Losing Trade | -44398 | -34038 | -44398 | -100362 | -100362 | -45107 |
Avg Bars in Trades | 22 | 25 | 19 | 22 | 25 | 19 |
Avg Bars in Winners | 25 | 30 | 21 | 25 | 30 | 21 |
Avg Bars in Losers | 19 | 21 | 17 | 19 | 21 | 17 |
Bars Traded | 5199 | 2942 | 2257 | 5199 | 2942 | 2257 |
Profit Streak | 11.8819 | 38.1319 | 11.8819 | 11.8819 | 38.1319 | 11.8819 |
Trades During Streak | 3 | 3 | 1 | 3 | 3 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 429157 | 417326 | -157243 | -295171 | -381064 | -250314 |
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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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