Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 375242.0617 | 263222.8792 | 112019.1825 | 554849.7779 | 337828.8243 | 217020.9536 |
Total P&L (%) | 375.2421 | 263.2229 | 112.0192 | 554.8498 | 337.8288 | 217.021 |
Avg Daily Profit (%) | 0.3602 | 0.2527 | 0.1075 | 0.1806 | 0.1419 | 0.1108 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -102516 | -77017 | -82262 | -1473074 | -1106059 | -878972 |
Profit Factor | 1.6307 | 2.0183 | 1.333 | 1.1361 | 1.1669 | 1.1057 |
Total Trades | 165 | 82 | 83 | 165 | 82 | 83 |
Winning Trades | 111 | 53 | 58 | 111 | 53 | 58 |
Losing Trades | 54 | 29 | 25 | 54 | 29 | 25 |
Profitability (%) | 67.2727 | 64.6341 | 69.8795 | 67.2727 | 64.6341 | 69.8795 |
Ratio Avg Win / Avg Loss | 0.7933 | 1.1044 | 0.5746 | 0.5527 | 0.6385 | 0.4766 |
Largest Winning Trade | 40870 | 40870 | 32274 | 330773 | 267051 | 330773 |
Largest Losing Trade | -65391 | -45729 | -65391 | -808171 | -808171 | -461887 |
Avg Bars in Trades | 149 | 158 | 139 | 149 | 158 | 139 |
Avg Bars in Winners | 110 | 113 | 108 | 110 | 113 | 108 |
Avg Bars in Losers | 228 | 242 | 211 | 228 | 242 | 211 |
Bars Traded | 24617 | 13017 | 11601 | 24617 | 13017 | 11601 |
Profit Streak | 18.9495 | 19.7412 | 18.9495 | 18.9495 | 19.7412 | 18.9495 |
Trades During Streak | 4 | 2 | 2 | 4 | 2 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 501301 | 344796 | -47208 | -59983 | -43444 | -147348 |
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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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