Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 359445.4335 | 249612.2662 | 109833.1674 | 524084.7343 | 337552.6517 | 186532.0825 |
Total P&L (%) | 359.4454 | 249.6123 | 109.8332 | 524.0847 | 337.5527 | 186.5321 |
Avg Daily Profit (%) | 0.3451 | 0.2396 | 0.1054 | 0.176 | 0.1418 | 0.1011 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -121768 | -86353 | -71031 | -336521 | -228815 | -342930 |
Profit Factor | 1.5827 | 1.8857 | 1.3278 | 1.3211 | 1.4519 | 1.2107 |
Total Trades | 183 | 91 | 92 | 183 | 91 | 92 |
Winning Trades | 121 | 56 | 65 | 121 | 56 | 65 |
Losing Trades | 62 | 35 | 27 | 62 | 35 | 27 |
Profitability (%) | 66.1202 | 61.5385 | 70.6522 | 66.1202 | 61.5385 | 70.6522 |
Ratio Avg Win / Avg Loss | 0.811 | 1.1786 | 0.5516 | 0.6769 | 0.9075 | 0.5029 |
Largest Winning Trade | 30030 | 30030 | 28499 | 101893 | 82517 | 101893 |
Largest Losing Trade | -61979 | -42049 | -61979 | -241044 | -188428 | -241044 |
Avg Bars in Trades | 134 | 147 | 122 | 134 | 147 | 122 |
Avg Bars in Winners | 109 | 116 | 103 | 109 | 116 | 103 |
Avg Bars in Losers | 183 | 196 | 166 | 183 | 196 | 166 |
Bars Traded | 24640 | 13406 | 11234 | 24640 | 13406 | 11234 |
Profit Streak | 17.1631 | 17.1631 | 39.3298 | 17.1631 | 17.1631 | 39.3298 |
Trades During Streak | 3 | 1 | 3 | 3 | 1 | 3 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 487158 | 438579 | -49550 | 392576 | -2632 | -56041 |
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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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