Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 299447.7067 | 131689.1531 | 167758.5536 | 425399.7702 | 27457.443 | 397942.3272 |
Total P&L (%) | 299.4477 | 131.6892 | 167.7586 | 425.3998 | 27.4574 | 397.9423 |
Avg Daily Profit (%) | 0.2682 | 0.1179 | 0.1503 | 0.1487 | 0.0217 | 0.1439 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -124639 | -119581 | -59698 | -430081 | -329214 | -218227 |
Profit Factor | 1.4046 | 1.3291 | 1.4934 | 1.2189 | 1.0262 | 1.4456 |
Total Trades | 290 | 145 | 145 | 290 | 145 | 145 |
Winning Trades | 121 | 50 | 71 | 121 | 50 | 71 |
Losing Trades | 169 | 95 | 74 | 169 | 95 | 74 |
Profitability (%) | 41.7241 | 34.4828 | 48.9655 | 41.7241 | 34.4828 | 48.9655 |
Ratio Avg Win / Avg Loss | 1.9617 | 2.5253 | 1.5565 | 1.7025 | 1.9497 | 1.5066 |
Largest Winning Trade | 102222 | 102222 | 26550 | 171905 | 127574 | 171905 |
Largest Losing Trade | -30042 | -19757 | -30042 | -89972 | -63114 | -89972 |
Avg Bars in Trades | 22 | 22 | 23 | 22 | 22 | 23 |
Avg Bars in Winners | 29 | 28 | 29 | 29 | 28 | 29 |
Avg Bars in Losers | 18 | 19 | 17 | 18 | 19 | 17 |
Bars Traded | 6640 | 3250 | 3390 | 6640 | 3250 | 3390 |
Profit Streak | 8.9694 | 0 | 11.636 | 8.9694 | 0 | 11.636 |
Trades During Streak | 1 | 0 | 1 | 1 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 334170 | -40096 | 356669 | 194513 | -363744 | 52505 |
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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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