Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 220983.7851 | 153158.6264 | 67825.1587 | 198072.4755 | 93344.5086 | 104727.9669 |
Total P&L (%) | 220.9838 | 153.1586 | 67.8252 | 198.0725 | 93.3445 | 104.728 |
Avg Daily Profit (%) | 0.2121 | 0.147 | 0.0651 | 0.1049 | 0.0633 | 0.0688 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -62213 | -66881 | -47304 | -192809 | -214487 | -142193 |
Profit Factor | 1.3797 | 1.4708 | 1.2643 | 1.1171 | 1.0975 | 1.1426 |
Total Trades | 237 | 118 | 119 | 237 | 118 | 119 |
Winning Trades | 104 | 46 | 58 | 104 | 46 | 58 |
Losing Trades | 133 | 72 | 61 | 133 | 72 | 61 |
Profitability (%) | 43.8819 | 38.9831 | 48.7395 | 43.8819 | 38.9831 | 48.7395 |
Ratio Avg Win / Avg Loss | 1.7644 | 2.3021 | 1.3296 | 1.4286 | 1.7178 | 1.2017 |
Largest Winning Trade | 112353 | 112353 | 28628 | 127607 | 127607 | 84404 |
Largest Losing Trade | -28972 | -18899 | -28972 | -87084 | -71876 | -87084 |
Avg Bars in Trades | 103 | 101 | 106 | 103 | 101 | 106 |
Avg Bars in Winners | 149 | 156 | 145 | 149 | 156 | 145 |
Avg Bars in Losers | 68 | 66 | 69 | 68 | 66 | 69 |
Bars Traded | 24638 | 11989 | 12649 | 24638 | 11989 | 12649 |
Profit Streak | 14.9264 | 0 | 17.2181 | 14.9264 | 0 | 17.2181 |
Trades During Streak | 1 | 0 | 1 | 1 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 318779 | 34208 | -106428 | -145203 | -225066 | -164841 |
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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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