Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 436998.8729 | 329874.5093 | 107124.3637 | 302017.7699 | 197936.4421 | 104081.3278 |
Total P&L (%) | 436.9989 | 329.8745 | 107.1244 | 302.0178 | 197.9364 | 104.0813 |
Avg Daily Profit (%) | 0.2275 | 0.1717 | 0.0558 | 0.0724 | 0.0568 | 0.0371 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -86496 | -71738 | -129410 | -390619 | -315203 | -211325 |
Profit Factor | 1.5362 | 1.8081 | 1.2633 | 1.1288 | 1.1576 | 1.0956 |
Total Trades | 165 | 83 | 82 | 165 | 83 | 82 |
Winning Trades | 68 | 34 | 34 | 68 | 34 | 34 |
Losing Trades | 97 | 49 | 48 | 97 | 49 | 48 |
Profitability (%) | 41.2121 | 40.9639 | 41.4634 | 41.2121 | 40.9639 | 41.4634 |
Ratio Avg Win / Avg Loss | 2.1913 | 2.6058 | 1.7835 | 1.6102 | 1.6683 | 1.5468 |
Largest Winning Trade | 139439 | 139439 | 68352 | 290595 | 290595 | 129990 |
Largest Losing Trade | -37743 | -22498 | -37743 | -98987 | -80918 | -98987 |
Avg Bars in Trades | 135 | 120 | 151 | 135 | 120 | 151 |
Avg Bars in Winners | 207 | 175 | 240 | 207 | 175 | 240 |
Avg Bars in Losers | 85 | 82 | 88 | 85 | 82 | 88 |
Bars Traded | 22435 | 10010 | 12425 | 22435 | 10010 | 12425 |
Profit Streak | 42.4227 | 42.4227 | 51.006 | 42.4227 | 42.4227 | 51.006 |
Trades During Streak | 2 | 1 | 1 | 2 | 1 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 321410 | 270521 | -124702 | -175484 | -166391 | -264718 |
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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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