Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 421138.4928 | 328368.5585 | 92769.9343 | 86642.056 | 63126.4365 | 23515.6195 |
Total P&L (%) | 421.1385 | 328.3686 | 92.7699 | 86.6421 | 63.1264 | 23.5156 |
Avg Daily Profit (%) | 0.2215 | 0.1727 | 0.0488 | 0.0328 | 0.0257 | 0.0111 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -137226 | -126318 | -142647 | -233189 | -246599 | -196999 |
Profit Factor | 1.6045 | 1.9239 | 1.2718 | 1.0733 | 1.1082 | 1.0393 |
Total Trades | 163 | 82 | 81 | 163 | 82 | 81 |
Winning Trades | 76 | 36 | 40 | 76 | 36 | 40 |
Losing Trades | 87 | 46 | 41 | 87 | 46 | 41 |
Profitability (%) | 46.6258 | 43.9024 | 49.3827 | 46.6258 | 43.9024 | 49.3827 |
Ratio Avg Win / Avg Loss | 1.8367 | 2.4584 | 1.3036 | 1.2286 | 1.4161 | 1.0652 |
Largest Winning Trade | 228921 | 228921 | 50635 | 158558 | 158558 | 90827 |
Largest Losing Trade | -46601 | -40630 | -46601 | -115223 | -115223 | -105701 |
Avg Bars in Trades | 67 | 61 | 73 | 67 | 61 | 73 |
Avg Bars in Winners | 93 | 86 | 99 | 93 | 86 | 99 |
Avg Bars in Losers | 45 | 42 | 49 | 45 | 42 | 49 |
Bars Traded | 11064 | 5078 | 5986 | 11064 | 5078 | 5986 |
Profit Streak | 483.248 | 483.248 | 496.0814 | 483.248 | 483.248 | 496.0814 |
Trades During Streak | 4 | 2 | 3 | 4 | 2 | 3 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 422563 | 186206 | -138700 | -288057 | -266285 | -370748 |
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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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