Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 213669.2055 | 105299.1444 | 108370.061 | 110790.3926 | 21869.7902 | 88920.6024 |
Total P&L (%) | 213.6692 | 105.2991 | 108.3701 | 110.7904 | 21.8698 | 88.9206 |
Avg Daily Profit (%) | 0.1922 | 0.0947 | 0.0975 | 0.0671 | 0.0178 | 0.0573 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -124580 | -82369 | -63335 | -707141 | -406541 | -365029 |
Profit Factor | 1.3676 | 1.3516 | 1.3846 | 1.0499 | 1.0192 | 1.0821 |
Total Trades | 310 | 155 | 155 | 310 | 155 | 155 |
Winning Trades | 149 | 71 | 78 | 149 | 71 | 78 |
Losing Trades | 161 | 84 | 77 | 161 | 84 | 77 |
Profitability (%) | 48.0645 | 45.8065 | 50.3226 | 48.0645 | 45.8065 | 50.3226 |
Ratio Avg Win / Avg Loss | 1.4777 | 1.5991 | 1.3668 | 1.1345 | 1.2058 | 1.0682 |
Largest Winning Trade | 185633 | 185633 | 31436 | 311019 | 311019 | 160069 |
Largest Losing Trade | -23829 | -23429 | -23829 | -194678 | -194678 | -109119 |
Avg Bars in Trades | 13 | 12 | 15 | 13 | 12 | 15 |
Avg Bars in Winners | 15 | 12 | 17 | 15 | 12 | 17 |
Avg Bars in Losers | 12 | 11 | 13 | 12 | 11 | 13 |
Bars Traded | 4252 | 1902 | 2350 | 4252 | 1902 | 2350 |
Profit Streak | 3.9567 | 3.9567 | 8.2067 | 3.9567 | 3.9567 | 8.2067 |
Trades During Streak | 2 | 1 | 3 | 2 | 1 | 3 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 338326 | -66337 | -60074 | -267621 | -375459 | -244537 |
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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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