Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 206238.4711 | 164373.6514 | 41864.8197 | 94847.3526 | 59589.6634 | 35257.6892 |
Total P&L (%) | 206.2385 | 164.3737 | 41.8648 | 94.8474 | 59.5897 | 35.2577 |
Avg Daily Profit (%) | 0.198 | 0.1578 | 0.0402 | 0.0641 | 0.0449 | 0.029 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -139659 | -109909 | -30148 | -497477 | -392130 | -105878 |
Profit Factor | 1.3268 | 1.3339 | 1.3013 | 1.0577 | 1.0463 | 1.0986 |
Total Trades | 245 | 122 | 123 | 245 | 122 | 123 |
Winning Trades | 121 | 54 | 67 | 121 | 54 | 67 |
Losing Trades | 124 | 68 | 56 | 124 | 68 | 56 |
Profitability (%) | 49.3878 | 44.2623 | 54.4715 | 49.3878 | 44.2623 | 54.4715 |
Ratio Avg Win / Avg Loss | 1.3596 | 1.6798 | 1.0877 | 1.0839 | 1.3176 | 0.9182 |
Largest Winning Trade | 101261 | 101261 | 11507 | 265291 | 265291 | 35338 |
Largest Losing Trade | -25983 | -25983 | -10264 | -94828 | -94828 | -42031 |
Avg Bars in Trades | 100 | 182 | 19 | 100 | 182 | 19 |
Avg Bars in Winners | 110 | 225 | 18 | 110 | 225 | 18 |
Avg Bars in Losers | 91 | 148 | 22 | 91 | 148 | 22 |
Bars Traded | 24721 | 22268 | 2453 | 24721 | 22268 | 2453 |
Profit Streak | 0 | 9.2029 | 0 | 0 | 9.2029 | 0 |
Trades During Streak | 0 | 1 | 0 | 0 | 1 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 320222 | 247258 | -140554 | -263452 | -305054 | -269915 |
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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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