Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 310732.6527 | 210066.7724 | 100665.8803 | 229890.2186 | 112833.6538 | 117056.5648 |
Total P&L (%) | 310.7327 | 210.0668 | 100.6659 | 229.8902 | 112.8337 | 117.0566 |
Avg Daily Profit (%) | 0.1652 | 0.1117 | 0.0535 | 0.0635 | 0.0402 | 0.0412 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -80251 | -59673 | -61847 | -178593 | -153809 | -124393 |
Profit Factor | 1.2965 | 1.4105 | 1.1878 | 1.1024 | 1.1022 | 1.1026 |
Total Trades | 353 | 176 | 177 | 353 | 176 | 177 |
Winning Trades | 168 | 72 | 96 | 168 | 72 | 96 |
Losing Trades | 185 | 104 | 81 | 185 | 104 | 81 |
Profitability (%) | 47.5921 | 40.9091 | 54.2373 | 47.5921 | 40.9091 | 54.2373 |
Ratio Avg Win / Avg Loss | 1.4277 | 2.0374 | 1.0022 | 1.2139 | 1.5921 | 0.9303 |
Largest Winning Trade | 70826 | 70826 | 53794 | 133463 | 133463 | 98195 |
Largest Losing Trade | -41843 | -16794 | -41843 | -57078 | -41951 | -57078 |
Avg Bars in Trades | 31 | 26 | 36 | 31 | 26 | 36 |
Avg Bars in Winners | 40 | 35 | 44 | 40 | 35 | 44 |
Avg Bars in Losers | 23 | 20 | 27 | 23 | 20 | 27 |
Bars Traded | 11159 | 4658 | 6501 | 11159 | 4658 | 6501 |
Profit Streak | 38.4454 | 38.4454 | 41.7788 | 38.4454 | 38.4454 | 41.7788 |
Trades During Streak | 3 | 1 | 2 | 3 | 1 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 350144 | -44403 | -133548 | -213748 | -248585 | -245350 |
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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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