Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 405400.4603 | 252306.3806 | 153094.0797 | 210397.6205 | 95290.4905 | 115107.13 |
Total P&L (%) | 405.4005 | 252.3064 | 153.0941 | 210.3976 | 95.2905 | 115.1071 |
Avg Daily Profit (%) | 0.2158 | 0.1343 | 0.0815 | 0.0603 | 0.0356 | 0.0408 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -110432 | -60832 | -65007 | -118627 | -109362 | -102500 |
Profit Factor | 1.4333 | 1.5679 | 1.3115 | 1.3057 | 1.2627 | 1.3536 |
Total Trades | 224 | 112 | 112 | 224 | 112 | 112 |
Winning Trades | 122 | 55 | 67 | 122 | 55 | 67 |
Losing Trades | 102 | 57 | 45 | 102 | 57 | 45 |
Profitability (%) | 54.4643 | 49.1071 | 59.8214 | 54.4643 | 49.1071 | 59.8214 |
Ratio Avg Win / Avg Loss | 1.1983 | 1.6249 | 0.8809 | 1.0917 | 1.3086 | 0.9091 |
Largest Winning Trade | 106797 | 106797 | 50628 | 149119 | 149119 | 46740 |
Largest Losing Trade | -52176 | -51277 | -52176 | -61636 | -53505 | -61636 |
Avg Bars in Trades | 24 | 24 | 24 | 24 | 24 | 24 |
Avg Bars in Winners | 22 | 20 | 23 | 22 | 20 | 23 |
Avg Bars in Losers | 26 | 27 | 26 | 26 | 27 | 26 |
Bars Traded | 5496 | 2720 | 2776 | 5496 | 2720 | 2776 |
Profit Streak | 36.8884 | 36.8884 | 72.2217 | 36.8884 | 36.8884 | 72.2217 |
Trades During Streak | 3 | 1 | 4 | 3 | 1 | 4 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 436277 | -10655 | -82924 | -108795 | -145211 | -136958 |
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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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