Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 364303.9909 | 225579.5888 | 138724.4021 | 1058358.7089 | 909829.6931 | 148529.0158 |
Total P&L (%) | 364.304 | 225.5796 | 138.7244 | 1058.3587 | 909.8297 | 148.529 |
Avg Daily Profit (%) | 0.3497 | 0.2166 | 0.1332 | 0.2354 | 0.2222 | 0.0874 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -41886 | -64410 | -45923 | -468445 | -142898 | -509008 |
Profit Factor | 1.8576 | 2.0164 | 1.6839 | 1.5157 | 2.0811 | 1.1227 |
Total Trades | 260 | 130 | 130 | 260 | 130 | 130 |
Winning Trades | 92 | 39 | 53 | 92 | 39 | 53 |
Losing Trades | 168 | 91 | 77 | 168 | 91 | 77 |
Profitability (%) | 35.3846 | 30 | 40.7692 | 35.3846 | 30 | 40.7692 |
Ratio Avg Win / Avg Loss | 3.3922 | 4.7049 | 2.4464 | 2.7679 | 4.856 | 1.6311 |
Largest Winning Trade | 96528 | 96528 | 37053 | 403063 | 403063 | 282231 |
Largest Losing Trade | -35821 | -12457 | -35821 | -327039 | -73244 | -327039 |
Avg Bars in Trades | 94 | 108 | 79 | 94 | 108 | 79 |
Avg Bars in Winners | 185 | 251 | 135 | 185 | 251 | 135 |
Avg Bars in Losers | 44 | 47 | 40 | 44 | 47 | 40 |
Bars Traded | 24452 | 14112 | 10340 | 24452 | 14112 | 10340 |
Profit Streak | 32.4892 | 32.4892 | 35.4475 | 32.4892 | 32.4892 | 35.4475 |
Trades During Streak | 2 | 1 | 1 | 2 | 1 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 327575 | 149330 | -15305 | 270971 | 170575 | -163938 |
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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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