Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 497993.1356 | 320083.9048 | 177909.2308 | 895113.0102 | 378184.9834 | 516928.0267 |
Total P&L (%) | 497.9931 | 320.0839 | 177.9092 | 895.113 | 378.185 | 516.928 |
Avg Daily Profit (%) | 0.2583 | 0.166 | 0.0923 | 0.1193 | 0.0812 | 0.0944 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -70686 | -60913 | -92748 | -879994 | -805262 | -456478 |
Profit Factor | 1.6616 | 1.8325 | 1.4832 | 1.1802 | 1.1403 | 1.2275 |
Total Trades | 173 | 86 | 87 | 173 | 86 | 87 |
Winning Trades | 71 | 32 | 39 | 71 | 32 | 39 |
Losing Trades | 102 | 54 | 48 | 102 | 54 | 48 |
Profitability (%) | 41.0405 | 37.2093 | 44.8276 | 41.0405 | 37.2093 | 44.8276 |
Ratio Avg Win / Avg Loss | 2.3871 | 3.0924 | 1.8255 | 1.6955 | 1.9242 | 1.5108 |
Largest Winning Trade | 135577 | 135577 | 44634 | 775141 | 775141 | 291155 |
Largest Losing Trade | -41473 | -19829 | -41473 | -244346 | -244346 | -239949 |
Avg Bars in Trades | 33 | 29 | 36 | 33 | 29 | 36 |
Avg Bars in Winners | 52 | 47 | 57 | 52 | 47 | 57 |
Avg Bars in Losers | 19 | 18 | 20 | 19 | 18 | 20 |
Bars Traded | 5741 | 2533 | 3208 | 5741 | 2533 | 3208 |
Profit Streak | 57.2506 | 71.2506 | 57.2506 | 57.2506 | 71.2506 | 57.2506 |
Trades During Streak | 4 | 2 | 2 | 4 | 2 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 365334 | 243174 | -68788 | -55717 | -153688 | -67074 |
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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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