Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 431291.4076 | 352644.8554 | 78646.5522 | 598508.6349 | 311347.6242 | 287161.0106 |
Total P&L (%) | 431.2914 | 352.6449 | 78.6466 | 598.5086 | 311.3476 | 287.161 |
Avg Daily Profit (%) | 0.414 | 0.3385 | 0.0755 | 0.1868 | 0.1359 | 0.13 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -120388 | -96999 | -33187 | -867169 | -713705 | -190039 |
Profit Factor | 1.8396 | 1.9544 | 1.5455 | 1.2801 | 1.1884 | 1.5927 |
Total Trades | 129 | 64 | 65 | 129 | 64 | 65 |
Winning Trades | 84 | 43 | 41 | 84 | 43 | 41 |
Losing Trades | 45 | 21 | 24 | 45 | 21 | 24 |
Profitability (%) | 65.1163 | 67.1875 | 63.0769 | 65.1163 | 67.1875 | 63.0769 |
Ratio Avg Win / Avg Loss | 0.9855 | 0.9545 | 0.9047 | 0.6858 | 0.5804 | 0.9323 |
Largest Winning Trade | 110133 | 110133 | 24712 | 203742 | 203742 | 98057 |
Largest Losing Trade | -76383 | -76383 | -30883 | -383898 | -383898 | -97402 |
Avg Bars in Trades | 179 | 317 | 42 | 179 | 317 | 42 |
Avg Bars in Winners | 102 | 165 | 36 | 102 | 165 | 36 |
Avg Bars in Losers | 321 | 628 | 54 | 321 | 628 | 54 |
Bars Traded | 23093 | 20306 | 2787 | 23093 | 20306 | 2787 |
Profit Streak | 47.1114 | 47.1114 | 50.3197 | 47.1114 | 47.1114 | 50.3197 |
Trades During Streak | 3 | 1 | 2 | 3 | 1 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 499784 | -126653 | -221217 | 357829 | -162968 | -148214 |
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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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