Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 601965.7224 | 573636.4678 | 28329.2546 | 59625.6899 | 43590.5696 | 16035.1203 |
Total P&L (%) | 601.9657 | 573.6365 | 28.3293 | 59.6257 | 43.5906 | 16.0351 |
Avg Daily Profit (%) | 0.2405 | 0.2292 | 0.0113 | 0.0187 | 0.0145 | 0.0059 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -189218 | -178726 | -16568 | -1515167 | -1523687 | -98196 |
Profit Factor | 1.7117 | 1.7814 | 1.2536 | 1.014 | 1.0115 | 1.0357 |
Total Trades | 177 | 88 | 89 | 177 | 88 | 89 |
Winning Trades | 78 | 34 | 44 | 78 | 34 | 44 |
Losing Trades | 99 | 54 | 45 | 99 | 54 | 45 |
Profitability (%) | 44.0678 | 38.6364 | 49.4382 | 44.0678 | 38.6364 | 49.4382 |
Ratio Avg Win / Avg Loss | 2.1726 | 2.8294 | 1.2821 | 1.287 | 1.6064 | 1.0593 |
Largest Winning Trade | 451815 | 451815 | 18100 | 1343881 | 1343881 | 83710 |
Largest Losing Trade | -54354 | -54354 | -11863 | -412973 | -412973 | -53543 |
Avg Bars in Trades | 56 | 110 | 2 | 56 | 110 | 2 |
Avg Bars in Winners | 74 | 168 | 2 | 74 | 168 | 2 |
Avg Bars in Losers | 41 | 74 | 2 | 41 | 74 | 2 |
Bars Traded | 9935 | 9735 | 200 | 9935 | 9735 | 200 |
Profit Streak | 3.4413 | 0 | 57.1913 | 3.4413 | 0 | 57.1913 |
Trades During Streak | 1 | 0 | 1 | 1 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 342466 | 249390 | -180870 | -375795 | -386977 | -375322 |
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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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