Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 212581.2438 | 102161.6203 | 110419.6235 | 494007.2174 | 238051.2224 | 255955.995 |
Total P&L (%) | 212.5812 | 102.1616 | 110.4196 | 494.0072 | 238.0512 | 255.956 |
Avg Daily Profit (%) | 0.8163 | 0.3923 | 0.424 | 0.6865 | 0.4688 | 0.4887 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -61555 | -54222 | -33568 | -67119 | -60897 | -50374 |
Profit Factor | 1.778 | 1.7326 | 1.8252 | 2.0676 | 1.961 | 2.1903 |
Total Trades | 137 | 68 | 69 | 137 | 68 | 69 |
Winning Trades | 80 | 41 | 39 | 80 | 41 | 39 |
Losing Trades | 57 | 27 | 30 | 57 | 27 | 30 |
Profitability (%) | 58.3942 | 60.2941 | 56.5217 | 58.3942 | 60.2941 | 56.5217 |
Ratio Avg Win / Avg Loss | 1.2668 | 1.141 | 1.404 | 1.4731 | 1.2914 | 1.6849 |
Largest Winning Trade | 31756 | 24992 | 31756 | 43061 | 43061 | 40333 |
Largest Losing Trade | -14419 | -14419 | -12236 | -41206 | -41206 | -30411 |
Avg Bars in Trades | 176 | 178 | 175 | 176 | 178 | 175 |
Avg Bars in Winners | 181 | 187 | 174 | 181 | 187 | 174 |
Avg Bars in Losers | 170 | 163 | 177 | 170 | 163 | 177 |
Bars Traded | 24246 | 12119 | 12127 | 24246 | 12119 | 12127 |
Profit Streak | 6.1128 | 0 | 12.9358 | 6.1128 | 0 | 12.9358 |
Trades During Streak | 1 | 0 | 3 | 1 | 0 | 3 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 567909 | -97803 | -88838 | 552602 | -96708 | -86469 |
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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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