Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 406472.563 | 276524.273 | 129948.29 | 323111.123 | 243718.4674 | 79392.6555 |
Total P&L (%) | 406.4726 | 276.5243 | 129.9483 | 323.1111 | 243.7185 | 79.3927 |
Avg Daily Profit (%) | 0.3902 | 0.2655 | 0.1248 | 0.1386 | 0.1186 | 0.0561 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -88033 | -63453 | -88033 | -181112 | -178014 | -166192 |
Profit Factor | 1.7562 | 2.2288 | 1.4159 | 1.3917 | 1.7197 | 1.1633 |
Total Trades | 141 | 70 | 71 | 141 | 70 | 71 |
Winning Trades | 106 | 52 | 54 | 106 | 52 | 54 |
Losing Trades | 35 | 18 | 17 | 35 | 18 | 17 |
Profitability (%) | 75.1773 | 74.2857 | 76.0563 | 75.1773 | 74.2857 | 76.0563 |
Ratio Avg Win / Avg Loss | 0.5799 | 0.7715 | 0.4457 | 0.4595 | 0.5953 | 0.3662 |
Largest Winning Trade | 28944 | 28944 | 18703 | 59503 | 42422 | 59503 |
Largest Losing Trade | -88033 | -44355 | -88033 | -142324 | -142324 | -138894 |
Avg Bars in Trades | 174 | 192 | 157 | 174 | 192 | 157 |
Avg Bars in Winners | 112 | 119 | 105 | 112 | 119 | 105 |
Avg Bars in Losers | 363 | 402 | 321 | 363 | 402 | 321 |
Bars Traded | 24628 | 13470 | 11158 | 24628 | 13470 | 11158 |
Profit Streak | 14.3826 | 14.3826 | 36.7159 | 14.3826 | 14.3826 | 36.7159 |
Trades During Streak | 3 | 1 | 3 | 3 | 1 | 3 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 537451 | -80795 | -109206 | -3926 | -124628 | -242436 |
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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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