Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 544295.0882 | 429315.2661 | 114979.8221 | 275582.0045 | 124589.5789 | 150992.4256 |
Total P&L (%) | 544.2951 | 429.3153 | 114.9798 | 275.582 | 124.5896 | 150.9924 |
Avg Daily Profit (%) | 0.3397 | 0.2679 | 0.0718 | 0.0826 | 0.0505 | 0.0574 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -129903 | -127495 | -82063 | -141609 | -178284 | -99987 |
Profit Factor | 1.5863 | 1.9095 | 1.2519 | 1.2519 | 1.2224 | 1.2827 |
Total Trades | 184 | 92 | 92 | 184 | 92 | 92 |
Winning Trades | 68 | 28 | 40 | 68 | 28 | 40 |
Losing Trades | 116 | 64 | 52 | 116 | 64 | 52 |
Profitability (%) | 36.9565 | 30.4348 | 43.4783 | 36.9565 | 30.4348 | 43.4783 |
Ratio Avg Win / Avg Loss | 2.706 | 4.3645 | 1.6275 | 2.1355 | 2.7941 | 1.6675 |
Largest Winning Trade | 304021 | 304021 | 37673 | 146355 | 146355 | 71856 |
Largest Losing Trade | -32152 | -24573 | -32152 | -45075 | -39441 | -45075 |
Avg Bars in Trades | 17 | 16 | 17 | 17 | 16 | 17 |
Avg Bars in Winners | 30 | 33 | 28 | 30 | 33 | 28 |
Avg Bars in Losers | 9 | 9 | 9 | 9 | 9 | 9 |
Bars Traded | 3178 | 1531 | 1646 | 3178 | 1531 | 1646 |
Profit Streak | 39.9427 | 39.9427 | 40.4427 | 39.9427 | 39.9427 | 40.4427 |
Trades During Streak | 3 | 1 | 2 | 3 | 1 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 351797 | 170473 | -97817 | -84159 | -131839 | -116705 |
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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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