Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 288947.2556 | 211490.3202 | 77456.9353 | 354183.5568 | 151814.0696 | 202369.4872 |
Total P&L (%) | 288.9473 | 211.4903 | 77.4569 | 354.1836 | 151.8141 | 202.3695 |
Avg Daily Profit (%) | 0.2774 | 0.203 | 0.0744 | 0.1454 | 0.0887 | 0.1063 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -92029 | -87198 | -55077 | -269421 | -292754 | -86517 |
Profit Factor | 1.5027 | 1.5818 | 1.3666 | 1.2648 | 1.1672 | 1.4707 |
Total Trades | 162 | 81 | 81 | 162 | 81 | 81 |
Winning Trades | 106 | 49 | 57 | 106 | 49 | 57 |
Losing Trades | 56 | 32 | 24 | 56 | 32 | 24 |
Profitability (%) | 65.4321 | 60.4938 | 70.3704 | 65.4321 | 60.4938 | 70.3704 |
Ratio Avg Win / Avg Loss | 0.7939 | 1.033 | 0.5754 | 0.6682 | 0.7623 | 0.6192 |
Largest Winning Trade | 45077 | 45077 | 16113 | 90558 | 90558 | 39415 |
Largest Losing Trade | -44280 | -44280 | -39413 | -170213 | -170213 | -60223 |
Avg Bars in Trades | 152 | 255 | 50 | 152 | 255 | 50 |
Avg Bars in Winners | 104 | 167 | 49 | 104 | 167 | 49 |
Avg Bars in Losers | 245 | 389 | 53 | 245 | 389 | 53 |
Bars Traded | 24783 | 20675 | 4108 | 24783 | 20675 | 4108 |
Profit Streak | 12.1385 | 12.1385 | 72.3051 | 12.1385 | 12.1385 | 72.3051 |
Trades During Streak | 3 | 1 | 4 | 3 | 1 | 4 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 442834 | -245 | -102446 | 130099 | -122471 | -59249 |
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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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