Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 532332.3033 | 346195.3758 | 186136.9275 | 1131487.4844 | 114337.791 | 1017149.6933 |
Total P&L (%) | 532.3323 | 346.1954 | 186.1369 | 1131.4875 | 114.3378 | 1017.1497 |
Avg Daily Profit (%) | 0.2766 | 0.1799 | 0.0967 | 0.1305 | 0.0396 | 0.1255 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -116025 | -76274 | -76597 | -3106177 | -2231894 | -1240562 |
Profit Factor | 1.7211 | 1.9389 | 1.5037 | 1.1472 | 1.0267 | 1.2981 |
Total Trades | 176 | 88 | 88 | 176 | 88 | 88 |
Winning Trades | 85 | 40 | 45 | 85 | 40 | 45 |
Losing Trades | 91 | 48 | 43 | 91 | 48 | 43 |
Profitability (%) | 48.2955 | 45.4545 | 51.1364 | 48.2955 | 45.4545 | 51.1364 |
Ratio Avg Win / Avg Loss | 1.8426 | 2.3267 | 1.4369 | 1.2281 | 1.2321 | 1.2404 |
Largest Winning Trade | 124697 | 124697 | 63652 | 1688483 | 1688483 | 831217 |
Largest Losing Trade | -26593 | -26593 | -26274 | -977951 | -977951 | -452030 |
Avg Bars in Trades | 63 | 76 | 51 | 63 | 76 | 51 |
Avg Bars in Winners | 78 | 86 | 70 | 78 | 86 | 70 |
Avg Bars in Losers | 50 | 67 | 31 | 50 | 67 | 31 |
Bars Traded | 11230 | 6698 | 4532 | 11230 | 6698 | 4532 |
Profit Streak | 8.8209 | 9.6543 | 8.8209 | 8.8209 | 9.6543 | 8.8209 |
Trades During Streak | 2 | 1 | 1 | 2 | 1 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 479933 | 349555 | -62032 | -75622 | -332523 | -24526 |
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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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