Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 391146.7636 | 231333.4677 | 159813.2959 | 445561.5549 | 263523.7159 | 182037.8389 |
Total P&L (%) | 391.1468 | 231.3335 | 159.8133 | 445.5616 | 263.5237 | 182.0378 |
Avg Daily Profit (%) | 0.2331 | 0.1379 | 0.0952 | 0.1012 | 0.0769 | 0.0618 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -88052 | -82075 | -88814 | -760034 | -340187 | -515934 |
Profit Factor | 1.4219 | 1.4911 | 1.3504 | 1.1226 | 1.1411 | 1.1031 |
Total Trades | 267 | 133 | 134 | 267 | 133 | 134 |
Winning Trades | 112 | 42 | 70 | 112 | 42 | 70 |
Losing Trades | 155 | 91 | 64 | 155 | 91 | 64 |
Profitability (%) | 41.9476 | 31.5789 | 52.2388 | 41.9476 | 31.5789 | 52.2388 |
Ratio Avg Win / Avg Loss | 1.9678 | 3.2308 | 1.2346 | 1.5537 | 2.4724 | 1.0086 |
Largest Winning Trade | 94949 | 94949 | 56400 | 330166 | 330166 | 153061 |
Largest Losing Trade | -33987 | -19066 | -33987 | -234351 | -121314 | -234351 |
Avg Bars in Trades | 73 | 71 | 76 | 73 | 71 | 76 |
Avg Bars in Winners | 103 | 112 | 97 | 103 | 112 | 97 |
Avg Bars in Losers | 52 | 52 | 53 | 52 | 52 | 53 |
Bars Traded | 19735 | 9476 | 10259 | 19735 | 9476 | 10259 |
Profit Streak | 27.6722 | 0 | 33.5888 | 27.6722 | 0 | 33.5888 |
Trades During Streak | 1 | 0 | 2 | 1 | 0 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 311392 | -14000 | -64347 | -143639 | -161793 | -216415 |
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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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