Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 448751.1905 | 303299.7984 | 145451.3922 | 1126463.3612 | 382097.9853 | 744365.3759 |
Total P&L (%) | 448.7512 | 303.2998 | 145.4514 | 1126.4634 | 382.098 | 744.3654 |
Avg Daily Profit (%) | 0.4308 | 0.2912 | 0.1396 | 0.2409 | 0.1511 | 0.205 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -70930 | -66101 | -49590 | -949011 | -1163612 | -441298 |
Profit Factor | 1.8416 | 2.0469 | 1.5973 | 1.2395 | 1.1393 | 1.3797 |
Total Trades | 183 | 91 | 92 | 183 | 91 | 92 |
Winning Trades | 63 | 27 | 36 | 63 | 27 | 36 |
Losing Trades | 120 | 64 | 56 | 120 | 64 | 56 |
Profitability (%) | 34.4262 | 29.6703 | 39.1304 | 34.4262 | 29.6703 | 39.1304 |
Ratio Avg Win / Avg Loss | 3.5077 | 4.8518 | 2.4847 | 2.361 | 2.7007 | 2.1461 |
Largest Winning Trade | 146244 | 146244 | 30859 | 992645 | 992645 | 313689 |
Largest Losing Trade | -17237 | -17237 | -11355 | -267854 | -267854 | -175391 |
Avg Bars in Trades | 134 | 118 | 150 | 134 | 118 | 150 |
Avg Bars in Winners | 265 | 258 | 270 | 265 | 258 | 270 |
Avg Bars in Losers | 66 | 60 | 72 | 66 | 60 | 72 |
Bars Traded | 24627 | 10827 | 13800 | 24627 | 10827 | 13800 |
Profit Streak | 15.2447 | 0 | 15.4947 | 15.2447 | 0 | 15.4947 |
Trades During Streak | 1 | 0 | 1 | 1 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 308673 | 98967 | -7570 | 169168 | -68479 | 209120 |
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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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