Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 379318.8791 | 272815.1587 | 106503.7204 | 472299.6524 | 301633.7337 | 170665.9188 |
Total P&L (%) | 379.3189 | 272.8152 | 106.5037 | 472.2997 | 301.6337 | 170.6659 |
Avg Daily Profit (%) | 0.3641 | 0.2619 | 0.1022 | 0.1676 | 0.1336 | 0.0956 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -117716 | -90550 | -83633 | -1090995 | -890893 | -740283 |
Profit Factor | 1.6031 | 1.9371 | 1.3153 | 1.1282 | 1.1601 | 1.0948 |
Total Trades | 149 | 75 | 74 | 149 | 75 | 74 |
Winning Trades | 107 | 53 | 54 | 107 | 53 | 54 |
Losing Trades | 42 | 22 | 20 | 42 | 22 | 20 |
Profitability (%) | 71.8121 | 70.6667 | 72.973 | 71.8121 | 70.6667 | 72.973 |
Ratio Avg Win / Avg Loss | 0.6293 | 0.8041 | 0.4871 | 0.4428 | 0.4816 | 0.4055 |
Largest Winning Trade | 44033 | 44033 | 21694 | 311687 | 311687 | 258570 |
Largest Losing Trade | -68043 | -44406 | -68043 | -577937 | -577937 | -457225 |
Avg Bars in Trades | 165 | 177 | 154 | 165 | 177 | 154 |
Avg Bars in Winners | 119 | 120 | 118 | 119 | 120 | 118 |
Avg Bars in Losers | 283 | 313 | 250 | 283 | 313 | 250 |
Bars Traded | 24710 | 13288 | 11422 | 24710 | 13288 | 11422 |
Profit Streak | 21.4193 | 21.4193 | 44.7943 | 21.4193 | 21.4193 | 44.7943 |
Trades During Streak | 4 | 2 | 3 | 4 | 2 | 3 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 504501 | -43899 | -117754 | -69098 | -113745 | -242987 |
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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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