Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 550811.5486 | 430473.6028 | 120337.9459 | 180074.6392 | 180072.3356 | 2.3036 |
Total P&L (%) | 550.8115 | 430.4736 | 120.3379 | 180.0746 | 180.0723 | 0.0023 |
Avg Daily Profit (%) | 0.3739 | 0.2922 | 0.0817 | 0.0699 | 0.0699 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -95334 | -69254 | -102184 | -336595 | -311029 | -217276 |
Profit Factor | 1.6886 | 2.2243 | 1.2685 | 1.1098 | 1.2389 | 1 |
Total Trades | 159 | 80 | 79 | 159 | 80 | 79 |
Winning Trades | 54 | 25 | 29 | 54 | 25 | 29 |
Losing Trades | 105 | 55 | 50 | 105 | 55 | 50 |
Profitability (%) | 33.9623 | 31.25 | 36.7089 | 33.9623 | 31.25 | 36.7089 |
Ratio Avg Win / Avg Loss | 3.2835 | 4.8935 | 2.187 | 2.1579 | 2.7255 | 1.7241 |
Largest Winning Trade | 209158 | 209158 | 75455 | 267461 | 267461 | 108171 |
Largest Losing Trade | -57085 | -16643 | -57085 | -106077 | -68863 | -106077 |
Avg Bars in Trades | 18 | 10 | 25 | 18 | 10 | 25 |
Avg Bars in Winners | 37 | 20 | 52 | 37 | 20 | 52 |
Avg Bars in Losers | 8 | 6 | 9 | 8 | 6 | 9 |
Bars Traded | 2887 | 874 | 2013 | 2887 | 874 | 2013 |
Profit Streak | 33.834 | 33.834 | 34.334 | 33.834 | 33.834 | 34.334 |
Trades During Streak | 2 | 1 | 1 | 2 | 1 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 309300 | -13288 | -114183 | -202355 | -124660 | -609301 |
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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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