Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 541374.7394 | 360629.2943 | 180745.4451 | 1337336.9444 | 658993.3188 | 678343.6256 |
Total P&L (%) | 541.3747 | 360.6293 | 180.7454 | 1337.3369 | 658.9933 | 678.3436 |
Avg Daily Profit (%) | 0.3108 | 0.207 | 0.1038 | 0.1531 | 0.1164 | 0.1179 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -80613 | -97929 | -79518 | -179147 | -150677 | -200347 |
Profit Factor | 1.7841 | 2.2618 | 1.4467 | 1.8962 | 2.0626 | 1.7778 |
Total Trades | 155 | 78 | 77 | 155 | 78 | 77 |
Winning Trades | 60 | 28 | 32 | 60 | 28 | 32 |
Losing Trades | 95 | 50 | 45 | 95 | 50 | 45 |
Profitability (%) | 38.7097 | 35.8974 | 41.5584 | 38.7097 | 35.8974 | 41.5584 |
Ratio Avg Win / Avg Loss | 2.8248 | 4.039 | 2.0344 | 3.0023 | 3.6832 | 2.5 |
Largest Winning Trade | 196171 | 196171 | 55517 | 301952 | 220881 | 301952 |
Largest Losing Trade | -36260 | -23325 | -36260 | -143953 | -72401 | -143953 |
Avg Bars in Trades | 65 | 28 | 103 | 65 | 28 | 103 |
Avg Bars in Winners | 138 | 56 | 211 | 138 | 56 | 211 |
Avg Bars in Losers | 19 | 13 | 27 | 19 | 13 | 27 |
Bars Traded | 10218 | 2220 | 7999 | 10218 | 2220 | 7999 |
Profit Streak | 0 | 0 | 140.3999 | 0 | 0 | 140.3999 |
Trades During Streak | 0 | 0 | 2 | 0 | 0 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 316434 | -27677 | -96637 | 275709 | -72894 | -76130 |
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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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