Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 372698.9719 | 262488.6221 | 110210.3497 | 329626.2358 | 220955.0956 | 108671.1402 |
Total P&L (%) | 372.699 | 262.4886 | 110.2104 | 329.6262 | 220.9551 | 108.6711 |
Avg Daily Profit (%) | 0.3578 | 0.252 | 0.1058 | 0.14 | 0.112 | 0.0706 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -85157 | -81966 | -87713 | -213448 | -243180 | -152152 |
Profit Factor | 1.6139 | 2.0054 | 1.3185 | 1.2987 | 1.433 | 1.1832 |
Total Trades | 165 | 82 | 83 | 165 | 82 | 83 |
Winning Trades | 120 | 59 | 61 | 120 | 59 | 61 |
Losing Trades | 45 | 23 | 22 | 45 | 23 | 22 |
Profitability (%) | 72.7273 | 71.9512 | 73.494 | 72.7273 | 71.9512 | 73.494 |
Ratio Avg Win / Avg Loss | 0.6052 | 0.7818 | 0.4755 | 0.487 | 0.5586 | 0.4267 |
Largest Winning Trade | 31809 | 31809 | 27032 | 90958 | 63503 | 90958 |
Largest Losing Trade | -81299 | -40627 | -81299 | -180795 | -180795 | -128551 |
Avg Bars in Trades | 149 | 162 | 136 | 149 | 162 | 136 |
Avg Bars in Winners | 106 | 111 | 102 | 106 | 111 | 102 |
Avg Bars in Losers | 263 | 294 | 229 | 263 | 294 | 229 |
Bars Traded | 24620 | 13332 | 11288 | 24620 | 13332 | 11288 |
Profit Streak | 20.2111 | 20.2111 | 42.0861 | 20.2111 | 20.2111 | 42.0861 |
Trades During Streak | 3 | 1 | 3 | 3 | 1 | 3 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 522974 | 299454 | -48791 | -2395 | -45008 | -114851 |
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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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