Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 258623.4946 | 174609.7631 | 84013.7315 | 171551.7699 | 38297.7621 | 133254.0078 |
Total P&L (%) | 258.6235 | 174.6098 | 84.0137 | 171.5518 | 38.2978 | 133.254 |
Avg Daily Profit (%) | 0.2483 | 0.1676 | 0.0807 | 0.0959 | 0.0311 | 0.0813 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -83270 | -74866 | -43458 | -335250 | -299286 | -167354 |
Profit Factor | 1.4794 | 1.5666 | 1.3632 | 1.119 | 1.0464 | 1.216 |
Total Trades | 263 | 131 | 132 | 263 | 131 | 132 |
Winning Trades | 117 | 51 | 66 | 117 | 51 | 66 |
Losing Trades | 146 | 80 | 66 | 146 | 80 | 66 |
Profitability (%) | 44.4867 | 38.9313 | 50 | 44.4867 | 38.9313 | 50 |
Ratio Avg Win / Avg Loss | 1.846 | 2.4573 | 1.3632 | 1.3964 | 1.6415 | 1.216 |
Largest Winning Trade | 197858 | 197858 | 27506 | 309842 | 309842 | 99817 |
Largest Losing Trade | -18622 | -18622 | -15084 | -60017 | -60017 | -51802 |
Avg Bars in Trades | 93 | 91 | 96 | 93 | 91 | 96 |
Avg Bars in Winners | 128 | 126 | 131 | 128 | 126 | 131 |
Avg Bars in Losers | 65 | 68 | 62 | 65 | 68 | 62 |
Bars Traded | 24681 | 11938 | 12743 | 24681 | 11938 | 12743 |
Profit Streak | 16.5875 | 0 | 19.9625 | 16.5875 | 0 | 19.9625 |
Trades During Streak | 1 | 0 | 1 | 1 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 364684 | 203655 | -84447 | -154677 | -326508 | -84429 |
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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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