Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 344825.6613 | 244034.0349 | 100791.6264 | 416039.7432 | 316608.1693 | 99431.5738 |
Total P&L (%) | 344.8257 | 244.034 | 100.7916 | 416.0397 | 316.6082 | 99.4316 |
Avg Daily Profit (%) | 0.331 | 0.2343 | 0.0968 | 0.1577 | 0.1371 | 0.0663 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -117224 | -103184 | -56965 | -1312657 | -1100329 | -661424 |
Profit Factor | 1.6046 | 1.774 | 1.3952 | 1.0968 | 1.1342 | 1.0513 |
Total Trades | 158 | 79 | 79 | 158 | 79 | 79 |
Winning Trades | 58 | 28 | 30 | 58 | 28 | 30 |
Losing Trades | 100 | 51 | 49 | 100 | 51 | 49 |
Profitability (%) | 36.7089 | 35.443 | 37.9747 | 36.7089 | 35.443 | 37.9747 |
Ratio Avg Win / Avg Loss | 2.7666 | 3.2313 | 2.2788 | 1.891 | 2.0658 | 1.7171 |
Largest Winning Trade | 157548 | 157548 | 31022 | 537724 | 537724 | 296473 |
Largest Losing Trade | -19937 | -19246 | -19937 | -191684 | -191684 | -179283 |
Avg Bars in Trades | 156 | 136 | 176 | 156 | 136 | 176 |
Avg Bars in Winners | 275 | 245 | 302 | 275 | 245 | 302 |
Avg Bars in Losers | 88 | 77 | 99 | 88 | 77 | 99 |
Bars Traded | 24773 | 10811 | 13962 | 24773 | 10811 | 13962 |
Profit Streak | 18.0995 | 18.0995 | 21.1411 | 18.0995 | 18.0995 | 21.1411 |
Trades During Streak | 2 | 1 | 1 | 2 | 1 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 306126 | -20776 | -93099 | -108985 | -113935 | -298516 |
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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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