Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 370759.1042 | 195678.6088 | 175080.4954 | 477353.9279 | 357000.8477 | 120353.0802 |
Total P&L (%) | 370.7591 | 195.6786 | 175.0805 | 477.3539 | 357.0008 | 120.3531 |
Avg Daily Profit (%) | 0.2208 | 0.1165 | 0.1043 | 0.1045 | 0.0905 | 0.0471 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -192505 | -173556 | -96105 | -262172 | -182075 | -205049 |
Profit Factor | 1.3437 | 1.3661 | 1.3217 | 1.3275 | 1.4719 | 1.1717 |
Total Trades | 363 | 182 | 181 | 363 | 182 | 181 |
Winning Trades | 165 | 80 | 85 | 165 | 80 | 85 |
Losing Trades | 198 | 102 | 96 | 198 | 102 | 96 |
Profitability (%) | 45.4545 | 43.956 | 46.9613 | 45.4545 | 43.956 | 46.9613 |
Ratio Avg Win / Avg Loss | 1.6124 | 1.7418 | 1.4927 | 1.593 | 1.8767 | 1.3233 |
Largest Winning Trade | 72083 | 72083 | 40332 | 214263 | 214263 | 106100 |
Largest Losing Trade | -26099 | -26099 | -23206 | -155292 | -129818 | -155292 |
Avg Bars in Trades | 8 | 8 | 8 | 8 | 8 | 8 |
Avg Bars in Winners | 11 | 11 | 11 | 11 | 11 | 11 |
Avg Bars in Losers | 6 | 6 | 5 | 6 | 6 | 5 |
Bars Traded | 3146 | 1618 | 1529 | 3146 | 1618 | 1529 |
Profit Streak | 10.5202 | 25.0202 | 0 | 10.5202 | 25.0202 | 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 | 371532 | -36464 | -54065 | -51078 | -70488 | -162238 |
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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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