Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 620789.7873 | 524579.8091 | 96209.9782 | 162282.8431 | 157001.8254 | 5281.0177 |
Total P&L (%) | 620.7898 | 524.5798 | 96.21 | 162.2828 | 157.0018 | 5.281 |
Avg Daily Profit (%) | 0.3314 | 0.2801 | 0.0514 | 0.0515 | 0.0504 | 0.0027 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -146626 | -83757 | -169028 | -225589 | -126903 | -142580 |
Profit Factor | 1.5702 | 1.8972 | 1.1909 | 1.1856 | 1.3579 | 1.0121 |
Total Trades | 168 | 84 | 84 | 168 | 84 | 84 |
Winning Trades | 80 | 37 | 43 | 80 | 37 | 43 |
Losing Trades | 88 | 47 | 41 | 88 | 47 | 41 |
Profitability (%) | 47.619 | 44.0476 | 51.1905 | 47.619 | 44.0476 | 51.1905 |
Ratio Avg Win / Avg Loss | 1.7272 | 2.4099 | 1.1355 | 1.3042 | 1.7249 | 0.965 |
Largest Winning Trade | 219124 | 219124 | 52407 | 180213 | 180213 | 70582 |
Largest Losing Trade | -57187 | -57187 | -42559 | -118295 | -76877 | -118295 |
Avg Bars in Trades | 131 | 156 | 107 | 131 | 156 | 107 |
Avg Bars in Winners | 131 | 151 | 114 | 131 | 151 | 114 |
Avg Bars in Losers | 132 | 160 | 100 | 132 | 160 | 100 |
Bars Traded | 22159 | 13134 | 9025 | 22159 | 13134 | 9025 |
Profit Streak | 8.0865 | 8.0865 | 24.1698 | 8.0865 | 8.0865 | 24.1698 |
Trades During Streak | 2 | 1 | 1 | 2 | 1 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 471307 | 372735 | -134483 | -139420 | -126019 | -563411 |
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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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