Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 257696.5827 | 245140.4931 | 12556.0895 | 544825.7657 | 337298.8923 | 207526.8734 |
Total P&L (%) | 257.6966 | 245.1405 | 12.5561 | 544.8258 | 337.2989 | 207.5269 |
Avg Daily Profit (%) | 0.2073 | 0.1972 | 0.0101 | 0.15 | 0.1187 | 0.0904 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -200078 | -47409 | -211136 | -206370 | -165873 | -190201 |
Profit Factor | 1.4294 | 2.2988 | 1.0305 | 1.6511 | 1.97 | 1.4244 |
Total Trades | 188 | 94 | 94 | 188 | 94 | 94 |
Winning Trades | 162 | 81 | 81 | 150 | 76 | 74 |
Losing Trades | 26 | 13 | 13 | 38 | 18 | 20 |
Profitability (%) | 86.1702 | 86.1702 | 86.1702 | 79.7872 | 80.8511 | 78.7234 |
Ratio Avg Win / Avg Loss | 0.2294 | 0.3689 | 0.1654 | 0.4183 | 0.4666 | 0.385 |
Largest Winning Trade | 21180 | 19530 | 21180 | 78555 | 55274 | 78555 |
Largest Losing Trade | -136632 | -47409 | -136632 | -165873 | -165873 | -159322 |
Avg Bars in Trades | 18 | 21 | 16 | 18 | 21 | 16 |
Avg Bars in Winners | 8 | 9 | 8 | 12 | 13 | 10 |
Avg Bars in Losers | 81 | 98 | 63 | 45 | 57 | 35 |
Bars Traded | 3543 | 2026 | 1518 | 3543 | 2026 | 1518 |
Profit Streak | 32.526 | 85.8594 | 32.526 | 32.526 | 85.8594 | 32.526 |
Trades During Streak | 13 | 10 | 6 | 13 | 10 | 6 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 527870 | 560744 | -447907 | 533751 | -27660 | -67559 |
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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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