Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 367445.5174 | 249134.2938 | 118311.2236 | 475457.6942 | 368616.5656 | 106841.1286 |
Total P&L (%) | 367.4455 | 249.1343 | 118.3112 | 475.4577 | 368.6166 | 106.8411 |
Avg Daily Profit (%) | 0.2694 | 0.1827 | 0.0868 | 0.1284 | 0.1133 | 0.0533 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -131022 | -90181 | -85967 | -435974 | -342350 | -239452 |
Profit Factor | 1.4841 | 1.7368 | 1.2811 | 1.2014 | 1.3509 | 1.0815 |
Total Trades | 175 | 88 | 87 | 175 | 88 | 87 |
Winning Trades | 89 | 44 | 45 | 89 | 44 | 45 |
Losing Trades | 86 | 44 | 42 | 86 | 44 | 42 |
Profitability (%) | 50.8571 | 50 | 51.7241 | 50.8571 | 50 | 51.7241 |
Ratio Avg Win / Avg Loss | 1.4341 | 1.7368 | 1.1957 | 1.1609 | 1.3509 | 1.0094 |
Largest Winning Trade | 65465 | 65465 | 51637 | 202016 | 202016 | 162921 |
Largest Losing Trade | -37797 | -22924 | -37797 | -177865 | -137056 | -177865 |
Avg Bars in Trades | 88 | 72 | 105 | 88 | 72 | 105 |
Avg Bars in Winners | 110 | 83 | 138 | 110 | 83 | 138 |
Avg Bars in Losers | 65 | 62 | 69 | 65 | 62 | 69 |
Bars Traded | 15524 | 6386 | 9138 | 15524 | 6386 | 9138 |
Profit Streak | 25.096 | 46.2627 | 25.096 | 25.096 | 46.2627 | 25.096 |
Trades During Streak | 3 | 2 | 1 | 3 | 2 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 428973 | 411646 | -76720 | -19626 | -40640 | -252127 |
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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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