Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 241367.5935 | 83603.8667 | 157763.7268 | 471902.9641 | 105072.5409 | 366830.4232 |
Total P&L (%) | 241.3676 | 83.6039 | 157.7637 | 471.903 | 105.0725 | 366.8304 |
Avg Daily Profit (%) | 0.2155 | 0.0746 | 0.1408 | 0.1558 | 0.0641 | 0.1376 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -63144 | -47626 | -40623 | -520458 | -192386 | -342784 |
Profit Factor | 1.7075 | 1.5391 | 1.8478 | 1.3887 | 1.1982 | 1.5362 |
Total Trades | 219 | 110 | 109 | 219 | 110 | 109 |
Winning Trades | 111 | 53 | 58 | 111 | 53 | 58 |
Losing Trades | 108 | 57 | 51 | 108 | 57 | 51 |
Profitability (%) | 50.6849 | 48.1818 | 53.211 | 50.6849 | 48.1818 | 53.211 |
Ratio Avg Win / Avg Loss | 1.6613 | 1.6553 | 1.6248 | 1.3511 | 1.2886 | 1.3508 |
Largest Winning Trade | 83609 | 83609 | 32385 | 161760 | 91889 | 161760 |
Largest Losing Trade | -20225 | -15956 | -20225 | -130613 | -109984 | -130613 |
Avg Bars in Trades | 29 | 23 | 35 | 29 | 23 | 35 |
Avg Bars in Winners | 38 | 31 | 45 | 38 | 31 | 45 |
Avg Bars in Losers | 19 | 16 | 23 | 19 | 16 | 23 |
Bars Traded | 6457 | 2613 | 3844 | 6457 | 2613 | 3844 |
Profit Streak | 0 | 0 | 4.2171 | 0 | 0 | 4.2171 |
Trades During Streak | 0 | 0 | 1 | 0 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 450067 | -91327 | -1380 | 337740 | -110478 | -7617 |
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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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