Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 393635.2059 | 245247.6252 | 148387.5807 | 1497585.2986 | 1389967.7623 | 107617.5363 |
Total P&L (%) | 393.6352 | 245.2476 | 148.3876 | 1497.5853 | 1389.9678 | 107.6175 |
Avg Daily Profit (%) | 0.3779 | 0.2354 | 0.1425 | 0.2664 | 0.2597 | 0.0702 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -67487 | -47922 | -51727 | -1662222 | -606865 | -1343338 |
Profit Factor | 1.9559 | 2.1764 | 1.7297 | 1.397 | 1.8753 | 1.0493 |
Total Trades | 166 | 83 | 83 | 166 | 83 | 83 |
Winning Trades | 77 | 37 | 40 | 77 | 37 | 40 |
Losing Trades | 89 | 46 | 43 | 89 | 46 | 43 |
Profitability (%) | 46.3855 | 44.5783 | 48.1928 | 46.3855 | 44.5783 | 48.1928 |
Ratio Avg Win / Avg Loss | 2.2607 | 2.7058 | 1.8594 | 1.6147 | 2.3314 | 1.128 |
Largest Winning Trade | 82877 | 82877 | 48165 | 833733 | 833733 | 548819 |
Largest Losing Trade | -18642 | -17721 | -18642 | -573382 | -443444 | -573382 |
Avg Bars in Trades | 148 | 138 | 159 | 148 | 138 | 159 |
Avg Bars in Winners | 230 | 213 | 246 | 230 | 213 | 246 |
Avg Bars in Losers | 78 | 77 | 78 | 78 | 77 | 78 |
Bars Traded | 24720 | 11476 | 13244 | 24720 | 11476 | 13244 |
Profit Streak | 10.936 | 34.0194 | 0 | 10.936 | 34.0194 | 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 | 466676 | 382243 | -626 | 377978 | 383777 | -266635 |
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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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