Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 346999.1064 | 262933.3354 | 84065.7709 | 176874.4722 | 85778.405 | 91096.0672 |
Total P&L (%) | 346.9991 | 262.9333 | 84.0658 | 176.8745 | 85.7784 | 91.0961 |
Avg Daily Profit (%) | 0.2782 | 0.2108 | 0.0674 | 0.0817 | 0.0497 | 0.0519 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -81074 | -73265 | -92073 | -331576 | -282223 | -207661 |
Profit Factor | 1.37 | 1.5618 | 1.179 | 1.0843 | 1.0744 | 1.0963 |
Total Trades | 279 | 140 | 139 | 279 | 140 | 139 |
Winning Trades | 192 | 92 | 100 | 192 | 92 | 100 |
Losing Trades | 87 | 48 | 39 | 87 | 48 | 39 |
Profitability (%) | 68.8172 | 65.7143 | 71.9424 | 68.8172 | 65.7143 | 71.9424 |
Ratio Avg Win / Avg Loss | 0.6208 | 0.8149 | 0.4598 | 0.4913 | 0.5606 | 0.4276 |
Largest Winning Trade | 60991 | 60991 | 18203 | 75589 | 73841 | 75589 |
Largest Losing Trade | -64428 | -39094 | -64428 | -207661 | -161926 | -207661 |
Avg Bars in Trades | 53 | 61 | 44 | 53 | 61 | 44 |
Avg Bars in Winners | 33 | 38 | 28 | 33 | 38 | 28 |
Avg Bars in Losers | 96 | 105 | 86 | 96 | 105 | 86 |
Bars Traded | 14840 | 8590 | 6250 | 14840 | 8590 | 6250 |
Profit Streak | 5.4666 | 5.4666 | 50.0499 | 5.4666 | 5.4666 | 50.0499 |
Trades During Streak | 2 | 1 | 5 | 2 | 1 | 5 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 439591 | 370503 | -124044 | -208275 | -264338 | -235576 |
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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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