Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 487120.994 | 284036.0863 | 203084.9076 | 1521174.7532 | 955894.2774 | 565280.4758 |
Total P&L (%) | 487.121 | 284.0361 | 203.0849 | 1521.1748 | 955.8943 | 565.2805 |
Avg Daily Profit (%) | 0.3574 | 0.2084 | 0.149 | 0.2046 | 0.1731 | 0.1391 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -122859 | -65890 | -59625 | -1024980 | -508104 | -531494 |
Profit Factor | 1.7164 | 1.7967 | 1.6279 | 1.3084 | 1.3687 | 1.2416 |
Total Trades | 159 | 80 | 79 | 159 | 80 | 79 |
Winning Trades | 84 | 42 | 42 | 84 | 42 | 42 |
Losing Trades | 75 | 38 | 37 | 75 | 38 | 37 |
Profitability (%) | 52.8302 | 52.5 | 53.1646 | 52.8302 | 52.5 | 53.1646 |
Ratio Avg Win / Avg Loss | 1.5325 | 1.6256 | 1.4341 | 1.1682 | 1.2383 | 1.0938 |
Largest Winning Trade | 73176 | 73176 | 59074 | 378211 | 346243 | 378211 |
Largest Losing Trade | -41238 | -22458 | -41238 | -392759 | -370238 | -392759 |
Avg Bars in Trades | 100 | 82 | 119 | 100 | 82 | 119 |
Avg Bars in Winners | 123 | 87 | 158 | 123 | 87 | 158 |
Avg Bars in Losers | 74 | 75 | 74 | 74 | 75 | 74 |
Bars Traded | 15969 | 6564 | 9405 | 15969 | 6564 | 9405 |
Profit Streak | 21.0599 | 45.4765 | 0 | 21.0599 | 45.4765 | 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 | 502970 | -7045 | -18693 | 358705 | -9835 | -33679 |
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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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