Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 546083.1075 | 346485.2468 | 199597.8607 | 267000.6094 | 13708.3011 | 253292.3083 |
Total P&L (%) | 546.0831 | 346.4852 | 199.5979 | 267.0006 | 13.7083 | 253.2923 |
Avg Daily Profit (%) | 0.3011 | 0.191 | 0.1101 | 0.0717 | 0.0071 | 0.0696 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -105943 | -109175 | -78459 | -700754 | -577045 | -599254 |
Profit Factor | 1.6547 | 1.8109 | 1.4906 | 1.0889 | 1.0094 | 1.1638 |
Total Trades | 177 | 88 | 89 | 177 | 88 | 89 |
Winning Trades | 80 | 32 | 48 | 80 | 32 | 48 |
Losing Trades | 97 | 56 | 41 | 97 | 56 | 41 |
Profitability (%) | 45.1977 | 36.3636 | 53.9326 | 45.1977 | 36.3636 | 53.9326 |
Ratio Avg Win / Avg Loss | 2.0063 | 3.1691 | 1.2732 | 1.3203 | 1.7665 | 0.9941 |
Largest Winning Trade | 306213 | 306213 | 61013 | 363159 | 363159 | 255133 |
Largest Losing Trade | -59548 | -26973 | -59548 | -279595 | -123484 | -279595 |
Avg Bars in Trades | 122 | 111 | 133 | 122 | 111 | 133 |
Avg Bars in Winners | 176 | 165 | 183 | 176 | 165 | 183 |
Avg Bars in Losers | 77 | 79 | 74 | 77 | 79 | 74 |
Bars Traded | 21628 | 9778 | 11850 | 21628 | 9778 | 11850 |
Profit Streak | 46.4579 | 46.4579 | 131.0412 | 46.4579 | 46.4579 | 131.0412 |
Trades During Streak | 3 | 1 | 5 | 3 | 1 | 5 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 450483 | 212974 | -43210 | -219396 | -447888 | -140411 |
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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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