Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 451207.3399 | 330587.7446 | 120619.5953 | 1041338.954 | 612963.1752 | 428375.7788 |
Total P&L (%) | 451.2073 | 330.5877 | 120.6196 | 1041.339 | 612.9632 | 428.3758 |
Avg Daily Profit (%) | 0.4332 | 0.3174 | 0.1158 | 0.234 | 0.1887 | 0.1599 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -47249 | -50160 | -32625 | -237019 | -296886 | -125357 |
Profit Factor | 1.9815 | 2.3376 | 1.5674 | 1.6081 | 1.6402 | 1.5673 |
Total Trades | 182 | 91 | 91 | 182 | 91 | 91 |
Winning Trades | 67 | 27 | 40 | 67 | 27 | 40 |
Losing Trades | 115 | 64 | 51 | 115 | 64 | 51 |
Profitability (%) | 36.8132 | 29.6703 | 43.956 | 36.8132 | 29.6703 | 43.956 |
Ratio Avg Win / Avg Loss | 3.401 | 5.541 | 1.9984 | 2.7601 | 3.888 | 1.9983 |
Largest Winning Trade | 257162 | 257162 | 27925 | 551123 | 551123 | 153605 |
Largest Losing Trade | -16578 | -16578 | -10265 | -78576 | -77049 | -78576 |
Avg Bars in Trades | 134 | 124 | 145 | 134 | 124 | 145 |
Avg Bars in Winners | 244 | 253 | 238 | 244 | 253 | 238 |
Avg Bars in Losers | 70 | 69 | 71 | 70 | 69 | 71 |
Bars Traded | 24508 | 11306 | 13201 | 24508 | 11306 | 13201 |
Profit Streak | 14.2246 | 0 | 15.1829 | 14.2246 | 0 | 15.1829 |
Trades During Streak | 1 | 0 | 1 | 1 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 352705 | 127228 | -37662 | 280488 | 54203 | 289085 |
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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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