Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 583650.5797 | 503894.3411 | 79756.2386 | 650280.4206 | 193082.4551 | 457197.9655 |
Total P&L (%) | 583.6506 | 503.8943 | 79.7562 | 650.2804 | 193.0825 | 457.198 |
Avg Daily Profit (%) | 0.2802 | 0.2419 | 0.0383 | 0.0968 | 0.0516 | 0.0825 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -158680 | -94135 | -93739 | -1299252 | -1295987 | -466838 |
Profit Factor | 1.8436 | 2.2608 | 1.273 | 1.0905 | 1.0434 | 1.1668 |
Total Trades | 155 | 77 | 78 | 155 | 77 | 78 |
Winning Trades | 58 | 28 | 30 | 58 | 28 | 30 |
Losing Trades | 97 | 49 | 48 | 97 | 49 | 48 |
Profitability (%) | 37.4194 | 36.3636 | 38.4615 | 37.4194 | 36.3636 | 38.4615 |
Ratio Avg Win / Avg Loss | 3.0833 | 3.9563 | 2.0368 | 1.8238 | 1.826 | 1.8669 |
Largest Winning Trade | 255533 | 255533 | 60439 | 779810 | 779810 | 435322 |
Largest Losing Trade | -28586 | -28586 | -27325 | -261133 | -261133 | -172587 |
Avg Bars in Trades | 158 | 199 | 117 | 158 | 199 | 117 |
Avg Bars in Winners | 253 | 317 | 193 | 253 | 317 | 193 |
Avg Bars in Losers | 101 | 132 | 70 | 101 | 132 | 70 |
Bars Traded | 24590 | 15395 | 9195 | 24590 | 15395 | 9195 |
Profit Streak | 17.963 | 0 | 33.1297 | 17.963 | 0 | 33.1297 |
Trades During Streak | 1 | 0 | 1 | 1 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 313415 | -34562 | -179136 | -186725 | -342862 | -157123 |
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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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