Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 335114.6669 | 253170.6277 | 81944.0392 | 504231.3433 | 126287.5145 | 377943.8288 |
Total P&L (%) | 335.1147 | 253.1706 | 81.944 | 504.2313 | 126.2875 | 377.9438 |
Avg Daily Profit (%) | 0.3217 | 0.243 | 0.0787 | 0.1728 | 0.0784 | 0.1503 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -83666 | -54878 | -48525 | -406437 | -309075 | -279536 |
Profit Factor | 1.4756 | 1.74 | 1.2261 | 1.173 | 1.0875 | 1.2569 |
Total Trades | 270 | 135 | 135 | 270 | 135 | 135 |
Winning Trades | 126 | 53 | 73 | 126 | 53 | 73 |
Losing Trades | 144 | 82 | 62 | 144 | 82 | 62 |
Profitability (%) | 46.6667 | 39.2593 | 54.0741 | 46.6667 | 39.2593 | 54.0741 |
Ratio Avg Win / Avg Loss | 1.6864 | 2.692 | 1.0413 | 1.3405 | 1.6825 | 1.0675 |
Largest Winning Trade | 142847 | 142847 | 27716 | 146588 | 146588 | 136526 |
Largest Losing Trade | -21775 | -15147 | -21775 | -151225 | -76718 | -151225 |
Avg Bars in Trades | 91 | 82 | 100 | 91 | 82 | 100 |
Avg Bars in Winners | 115 | 116 | 114 | 115 | 116 | 114 |
Avg Bars in Losers | 70 | 60 | 83 | 70 | 60 | 83 |
Bars Traded | 24706 | 11176 | 13530 | 24706 | 11176 | 13530 |
Profit Streak | 1.9487 | 0 | 5.907 | 1.9487 | 0 | 5.907 |
Trades During Streak | 1 | 0 | 2 | 1 | 0 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 321309 | 248911 | -86783 | -24477 | -215823 | 306690 |
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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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