Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 287310.4781 | 181579.2419 | 105731.2361 | 764428.5797 | 658298.5152 | 106130.0645 |
Total P&L (%) | 287.3105 | 181.5792 | 105.7312 | 764.4286 | 658.2985 | 106.1301 |
Avg Daily Profit (%) | 0.5516 | 0.3486 | 0.203 | 0.415 | 0.3897 | 0.139 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -55137 | -20354 | -44462 | -603472 | -178509 | -499052 |
Profit Factor | 1.8229 | 2.1961 | 1.5358 | 1.3804 | 1.8686 | 1.0848 |
Total Trades | 229 | 115 | 114 | 229 | 115 | 114 |
Winning Trades | 108 | 50 | 58 | 108 | 50 | 58 |
Losing Trades | 121 | 65 | 56 | 121 | 65 | 56 |
Profitability (%) | 47.1616 | 43.4783 | 50.8772 | 47.1616 | 43.4783 | 50.8772 |
Ratio Avg Win / Avg Loss | 2.0423 | 2.8549 | 1.4828 | 1.5466 | 2.4292 | 1.0474 |
Largest Winning Trade | 62535 | 62535 | 29566 | 381820 | 381820 | 261904 |
Largest Losing Trade | -23522 | -10161 | -23522 | -148074 | -59739 | -148074 |
Avg Bars in Trades | 106 | 97 | 114 | 106 | 97 | 114 |
Avg Bars in Winners | 167 | 164 | 169 | 167 | 164 | 169 |
Avg Bars in Losers | 51 | 46 | 57 | 51 | 46 | 57 |
Bars Traded | 24333 | 11256 | 13077 | 24333 | 11256 | 13077 |
Profit Streak | 12.2269 | 35.3103 | 0 | 12.2269 | 35.3103 | 0 |
Trades During Streak | 1 | 3 | 0 | 1 | 3 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 512302 | 401661 | 304752 | 421459 | 406558 | -135464 |
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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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