Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 523678.5601 | 384396.7662 | 139281.7938 | 559343.6247 | 265942.8485 | 293400.7762 |
Total P&L (%) | 523.6786 | 384.3968 | 139.2818 | 559.3436 | 265.9428 | 293.4008 |
Avg Daily Profit (%) | 0.3847 | 0.2824 | 0.1023 | 0.1386 | 0.0953 | 0.1007 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -95447 | -64289 | -83246 | -516462 | -395371 | -464208 |
Profit Factor | 1.7821 | 2.0893 | 1.4397 | 1.2459 | 1.2366 | 1.2549 |
Total Trades | 164 | 82 | 82 | 164 | 82 | 82 |
Winning Trades | 77 | 32 | 45 | 77 | 32 | 45 |
Losing Trades | 87 | 50 | 37 | 87 | 50 | 37 |
Profitability (%) | 46.9512 | 39.0244 | 54.878 | 46.9512 | 39.0244 | 54.878 |
Ratio Avg Win / Avg Loss | 2.0135 | 3.2646 | 1.1838 | 1.4077 | 1.9322 | 1.0318 |
Largest Winning Trade | 230556 | 230556 | 47656 | 335508 | 281240 | 335508 |
Largest Losing Trade | -56068 | -29906 | -56068 | -407987 | -202144 | -407987 |
Avg Bars in Trades | 47 | 45 | 49 | 47 | 45 | 49 |
Avg Bars in Winners | 57 | 60 | 54 | 57 | 60 | 54 |
Avg Bars in Losers | 39 | 35 | 43 | 39 | 35 | 43 |
Bars Traded | 7805 | 3736 | 4070 | 7805 | 3736 | 4070 |
Profit Streak | 20.2653 | 32.0986 | 20.2653 | 20.2653 | 32.0986 | 20.2653 |
Trades During Streak | 2 | 2 | 1 | 2 | 2 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 494330 | 164476 | -58722 | -7045 | -72605 | -62053 |
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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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