Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 354483.2381 | 311243.8398 | 43239.3983 | 127392.5823 | 2074.0715 | 125318.5108 |
Total P&L (%) | 354.4832 | 311.2438 | 43.2394 | 127.3926 | 2.0741 | 125.3185 |
Avg Daily Profit (%) | 0.1702 | 0.1494 | 0.0208 | 0.0394 | 0.001 | 0.039 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -102254 | -102156 | -37119 | -520168 | -575528 | -65601 |
Profit Factor | 1.4518 | 1.5053 | 1.2565 | 1.0661 | 1.0013 | 1.3677 |
Total Trades | 189 | 94 | 95 | 189 | 94 | 95 |
Winning Trades | 101 | 50 | 51 | 101 | 50 | 51 |
Losing Trades | 88 | 44 | 44 | 88 | 44 | 44 |
Profitability (%) | 53.4392 | 53.1915 | 53.6842 | 53.4392 | 53.1915 | 53.6842 |
Ratio Avg Win / Avg Loss | 1.265 | 1.3247 | 1.084 | 0.9289 | 0.8812 | 1.18 |
Largest Winning Trade | 86367 | 86367 | 15459 | 147308 | 147308 | 29151 |
Largest Losing Trade | -71906 | -71906 | -18046 | -322982 | -322982 | -52570 |
Avg Bars in Trades | 127 | 243 | 13 | 127 | 243 | 13 |
Avg Bars in Winners | 99 | 186 | 14 | 99 | 186 | 14 |
Avg Bars in Losers | 159 | 307 | 11 | 159 | 307 | 11 |
Bars Traded | 24109 | 22852 | 1257 | 24109 | 22852 | 1257 |
Profit Streak | 92.3952 | 92.4785 | 92.3952 | 92.3952 | 92.4785 | 92.3952 |
Trades During Streak | 4 | 2 | 2 | 4 | 2 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 403740 | 316736 | -165835 | -286834 | -576955 | -138894 |
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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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