Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 245508.6162 | 172259.0415 | 73249.5747 | 235472.9252 | 92650.383 | 142822.5422 |
Total P&L (%) | 245.5086 | 172.259 | 73.2496 | 235.4729 | 92.6504 | 142.8225 |
Avg Daily Profit (%) | 0.2357 | 0.1654 | 0.0703 | 0.1163 | 0.063 | 0.0852 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -121197 | -120092 | -15054 | -490927 | -507092 | -86015 |
Profit Factor | 1.5095 | 1.4409 | 1.8032 | 1.1519 | 1.0717 | 1.5533 |
Total Trades | 155 | 77 | 78 | 155 | 77 | 78 |
Winning Trades | 101 | 52 | 49 | 101 | 52 | 49 |
Losing Trades | 54 | 25 | 29 | 54 | 25 | 29 |
Profitability (%) | 65.1613 | 67.5325 | 62.8205 | 65.1613 | 67.5325 | 62.8205 |
Ratio Avg Win / Avg Loss | 0.8071 | 0.6927 | 1.0672 | 0.6159 | 0.5153 | 0.9193 |
Largest Winning Trade | 38893 | 38893 | 13724 | 93248 | 93248 | 30487 |
Largest Losing Trade | -53307 | -53307 | -12032 | -231034 | -231034 | -42643 |
Avg Bars in Trades | 155 | 288 | 24 | 155 | 288 | 24 |
Avg Bars in Winners | 76 | 129 | 21 | 76 | 129 | 21 |
Avg Bars in Losers | 301 | 618 | 28 | 301 | 618 | 28 |
Bars Traded | 24060 | 22187 | 1873 | 24060 | 22187 | 1873 |
Profit Streak | 7.9048 | 58.1131 | 7.9048 | 7.9048 | 58.1131 | 7.9048 |
Trades During Streak | 2 | 5 | 1 | 2 | 5 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 415253 | -31287 | -128303 | -88930 | -290028 | -110802 |
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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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