Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 391846.5547 | 323129.7986 | 68716.7561 | 255365.4005 | 170794.6583 | 84570.7423 |
Total P&L (%) | 391.8466 | 323.1298 | 68.7168 | 255.3654 | 170.7947 | 84.5707 |
Avg Daily Profit (%) | 0.2209 | 0.1821 | 0.0387 | 0.0715 | 0.0562 | 0.0346 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -87498 | -57420 | -119341 | -232652 | -240718 | -210043 |
Profit Factor | 1.3917 | 1.6874 | 1.1296 | 1.1068 | 1.1477 | 1.0685 |
Total Trades | 269 | 135 | 134 | 269 | 135 | 134 |
Winning Trades | 116 | 55 | 61 | 116 | 55 | 61 |
Losing Trades | 153 | 80 | 73 | 153 | 80 | 73 |
Profitability (%) | 43.1227 | 40.7407 | 45.5224 | 43.1227 | 40.7407 | 45.5224 |
Ratio Avg Win / Avg Loss | 1.8356 | 2.4544 | 1.3518 | 1.4598 | 1.6694 | 1.2786 |
Largest Winning Trade | 113265 | 113265 | 65982 | 138179 | 138179 | 111404 |
Largest Losing Trade | -41385 | -21419 | -41385 | -106441 | -69265 | -106441 |
Avg Bars in Trades | 78 | 71 | 84 | 78 | 71 | 84 |
Avg Bars in Winners | 119 | 114 | 124 | 119 | 114 | 124 |
Avg Bars in Losers | 46 | 42 | 51 | 46 | 42 | 51 |
Bars Traded | 21019 | 9666 | 11353 | 21019 | 9666 | 11353 |
Profit Streak | 35.6816 | 35.6816 | 42.3483 | 35.6816 | 35.6816 | 42.3483 |
Trades During Streak | 2 | 1 | 2 | 2 | 1 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 334018 | 266799 | -220214 | -200836 | -178103 | -292921 |
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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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