Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 159779.4238 | 82650.9443 | 77128.4795 | 273569.5433 | 177715.8908 | 95853.6525 |
Total P&L (%) | 159.7794 | 82.6509 | 77.1285 | 273.5695 | 177.7159 | 95.8537 |
Avg Daily Profit (%) | 0.6135 | 0.3174 | 0.2962 | 0.5074 | 0.393 | 0.2585 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -58101 | -48254 | -12262 | -53497 | -47794 | -15404 |
Profit Factor | 1.5479 | 1.383 | 2.017 | 1.7291 | 1.6517 | 1.9348 |
Total Trades | 259 | 129 | 130 | 259 | 129 | 130 |
Winning Trades | 134 | 75 | 59 | 134 | 75 | 59 |
Losing Trades | 125 | 54 | 71 | 125 | 54 | 71 |
Profitability (%) | 51.7375 | 58.1395 | 45.3846 | 51.7375 | 58.1395 | 45.3846 |
Ratio Avg Win / Avg Loss | 1.4439 | 0.9958 | 2.4272 | 1.6129 | 1.1892 | 2.3283 |
Largest Winning Trade | 18178 | 18178 | 13673 | 55799 | 55799 | 20121 |
Largest Losing Trade | -28639 | -28639 | -6363 | -23237 | -23237 | -8465 |
Avg Bars in Trades | 94 | 127 | 62 | 94 | 127 | 62 |
Avg Bars in Winners | 112 | 137 | 80 | 112 | 137 | 80 |
Avg Bars in Losers | 76 | 113 | 47 | 76 | 113 | 47 |
Bars Traded | 24573 | 16442 | 8131 | 24573 | 16442 | 8131 |
Profit Streak | 3.6872 | 5.8538 | 3.6872 | 3.6872 | 5.8538 | 3.6872 |
Trades During Streak | 2 | 3 | 1 | 2 | 3 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 463947 | 309094 | 301213 | 491709 | 443689 | 283900 |
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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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