Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 226617.7306 | 155863.9369 | 70753.7937 | 352112.6943 | 303132.6014 | 48980.0929 |
Total P&L (%) | 226.6177 | 155.8639 | 70.7538 | 352.1127 | 303.1326 | 48.9801 |
Avg Daily Profit (%) | 0.4351 | 0.2993 | 0.1358 | 0.2901 | 0.268 | 0.0766 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -46149 | -56663 | -24508 | -201809 | -113504 | -114869 |
Profit Factor | 1.596 | 1.8088 | 1.3773 | 1.3762 | 1.6609 | 1.1026 |
Total Trades | 169 | 85 | 84 | 169 | 85 | 84 |
Winning Trades | 78 | 38 | 40 | 78 | 38 | 40 |
Losing Trades | 91 | 47 | 44 | 91 | 47 | 44 |
Profitability (%) | 46.1538 | 44.7059 | 47.619 | 46.1538 | 44.7059 | 47.619 |
Ratio Avg Win / Avg Loss | 1.862 | 2.2372 | 1.5151 | 1.6055 | 2.0542 | 1.2129 |
Largest Winning Trade | 59860 | 59860 | 29711 | 106760 | 106760 | 88351 |
Largest Losing Trade | -17092 | -17092 | -13391 | -52506 | -46294 | -52506 |
Avg Bars in Trades | 144 | 141 | 146 | 144 | 141 | 146 |
Avg Bars in Winners | 206 | 214 | 198 | 206 | 214 | 198 |
Avg Bars in Losers | 90 | 82 | 99 | 90 | 82 | 99 |
Bars Traded | 24361 | 12029 | 12331 | 24361 | 12029 | 12331 |
Profit Streak | 10.3165 | 29.254 | 0 | 10.3165 | 29.254 | 0 |
Trades During Streak | 1 | 2 | 0 | 1 | 2 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 436006 | 358265 | -11832 | 343024 | 338379 | -201619 |
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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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