Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 432404.6634 | 245387.4413 | 187017.2221 | 750100.9167 | 397632.2709 | 352468.6458 |
Total P&L (%) | 432.4047 | 245.3874 | 187.0172 | 750.1009 | 397.6323 | 352.4686 |
Avg Daily Profit (%) | 0.4204 | 0.2385 | 0.1818 | 0.2083 | 0.1561 | 0.1469 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -131931 | -110997 | -63657 | -455619 | -307116 | -167674 |
Profit Factor | 1.6295 | 1.6527 | 1.6014 | 1.4705 | 1.4207 | 1.5428 |
Total Trades | 183 | 91 | 92 | 183 | 91 | 92 |
Winning Trades | 103 | 51 | 52 | 103 | 51 | 52 |
Losing Trades | 80 | 40 | 40 | 80 | 40 | 40 |
Profitability (%) | 56.2842 | 56.044 | 56.5217 | 56.2842 | 56.044 | 56.5217 |
Ratio Avg Win / Avg Loss | 1.2656 | 1.2962 | 1.2318 | 1.1421 | 1.1143 | 1.1868 |
Largest Winning Trade | 178652 | 178652 | 42305 | 386704 | 386704 | 130862 |
Largest Losing Trade | -37068 | -36082 | -37068 | -115821 | -115821 | -74880 |
Avg Bars in Trades | 32 | 30 | 34 | 32 | 30 | 34 |
Avg Bars in Winners | 33 | 28 | 38 | 33 | 28 | 38 |
Avg Bars in Losers | 30 | 31 | 29 | 30 | 31 | 29 |
Bars Traded | 5902 | 2738 | 3164 | 5902 | 2738 | 3164 |
Profit Streak | 15.3931 | 0 | 16.3931 | 15.3931 | 0 | 16.3931 |
Trades During Streak | 1 | 0 | 1 | 1 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 498037 | 375906 | 377906 | 417232 | 307440 | 204488 |
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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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