Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 312646.7706 | 232093.4682 | 80553.3024 | 145047.3309 | 19158.9218 | 125888.4091 |
Total P&L (%) | 312.6468 | 232.0935 | 80.5533 | 145.0473 | 19.1589 | 125.8884 |
Avg Daily Profit (%) | 0.2298 | 0.1706 | 0.0592 | 0.0659 | 0.0129 | 0.0599 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -199777 | -126841 | -90193 | -1649744 | -1258691 | -600601 |
Profit Factor | 1.3421 | 1.5695 | 1.1591 | 1.0277 | 1.0072 | 1.049 |
Total Trades | 174 | 87 | 87 | 174 | 87 | 87 |
Winning Trades | 96 | 45 | 51 | 96 | 45 | 51 |
Losing Trades | 78 | 42 | 36 | 78 | 42 | 36 |
Profitability (%) | 55.1724 | 51.7241 | 58.6207 | 55.1724 | 51.7241 | 58.6207 |
Ratio Avg Win / Avg Loss | 1.0905 | 1.4649 | 0.8182 | 0.835 | 0.94 | 0.7405 |
Largest Winning Trade | 55911 | 55911 | 41413 | 418415 | 418415 | 269576 |
Largest Losing Trade | -38524 | -29281 | -38524 | -459762 | -403618 | -459762 |
Avg Bars in Trades | 22 | 22 | 22 | 22 | 22 | 22 |
Avg Bars in Winners | 22 | 22 | 22 | 22 | 22 | 22 |
Avg Bars in Losers | 22 | 22 | 22 | 22 | 22 | 22 |
Bars Traded | 3911 | 1955 | 1956 | 3911 | 1955 | 1956 |
Profit Streak | 19.9358 | 27.6025 | 19.9358 | 19.9358 | 27.6025 | 19.9358 |
Trades During Streak | 2 | 1 | 1 | 2 | 1 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 401109 | 353565 | -159393 | -293752 | -396661 | -279546 |
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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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