Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 374891.8534 | 65949.2447 | 308942.6087 | 445980.9875 | 225836.4503 | 220144.5372 |
Total P&L (%) | 374.8919 | 65.9492 | 308.9426 | 445.981 | 225.8365 | 220.1445 |
Avg Daily Profit (%) | 0.2446 | 0.043 | 0.2016 | 0.1108 | 0.0771 | 0.076 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -107969 | -70958 | -104474 | -393964 | -117069 | -454750 |
Profit Factor | 1.6843 | 1.2202 | 2.2442 | 1.3157 | 1.3573 | 1.282 |
Total Trades | 159 | 80 | 79 | 159 | 80 | 79 |
Winning Trades | 100 | 48 | 52 | 100 | 48 | 52 |
Losing Trades | 59 | 32 | 27 | 59 | 32 | 27 |
Profitability (%) | 62.8931 | 60 | 65.8228 | 62.8931 | 60 | 65.8228 |
Ratio Avg Win / Avg Loss | 0.9937 | 0.8134 | 1.1652 | 0.7762 | 0.9049 | 0.6656 |
Largest Winning Trade | 43130 | 37613 | 43130 | 86349 | 86349 | 74107 |
Largest Losing Trade | -74948 | -58020 | -74948 | -319535 | -71564 | -319535 |
Avg Bars in Trades | 110 | 91 | 129 | 110 | 91 | 129 |
Avg Bars in Winners | 94 | 59 | 126 | 94 | 59 | 126 |
Avg Bars in Losers | 136 | 138 | 135 | 136 | 138 | 135 |
Bars Traded | 17530 | 7291 | 10239 | 17530 | 7291 | 10239 |
Profit Streak | 20.6107 | 28.1107 | 0 | 20.6107 | 28.1107 | 0 |
Trades During Streak | 1 | 1 | 0 | 1 | 1 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 413039 | -155114 | -13834 | -43479 | -108577 | -117857 |
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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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