Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 276248.8184 | 156912.9683 | 119335.8501 | 800690.2199 | 441541.5802 | 359148.6397 |
Total P&L (%) | 276.2488 | 156.913 | 119.3359 | 800.6902 | 441.5416 | 359.1486 |
Avg Daily Profit (%) | 0.5304 | 0.3013 | 0.2291 | 0.4229 | 0.3249 | 0.2931 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -40411 | -33454 | -37302 | -250973 | -161108 | -183771 |
Profit Factor | 1.794 | 1.8563 | 1.7247 | 1.5982 | 1.5895 | 1.6093 |
Total Trades | 139 | 70 | 69 | 139 | 70 | 69 |
Winning Trades | 73 | 39 | 34 | 73 | 39 | 34 |
Losing Trades | 66 | 31 | 35 | 66 | 31 | 35 |
Profitability (%) | 52.518 | 55.7143 | 49.2754 | 52.518 | 55.7143 | 49.2754 |
Ratio Avg Win / Avg Loss | 1.622 | 1.4755 | 1.7754 | 1.445 | 1.2635 | 1.6566 |
Largest Winning Trade | 21304 | 19795 | 21304 | 115995 | 115995 | 99887 |
Largest Losing Trade | -33454 | -33454 | -27875 | -109178 | -109178 | -75810 |
Avg Bars in Trades | 177 | 185 | 168 | 177 | 185 | 168 |
Avg Bars in Winners | 190 | 190 | 191 | 190 | 190 | 191 |
Avg Bars in Losers | 161 | 179 | 146 | 161 | 179 | 146 |
Bars Traded | 24623 | 13006 | 11617 | 24623 | 13006 | 11617 |
Profit Streak | 4.4119 | 14.1827 | 0 | 4.4119 | 14.1827 | 0 |
Trades During Streak | 1 | 2 | 0 | 1 | 2 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 508956 | -82034 | -91669 | 437011 | -82391 | -91345 |
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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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