Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 381579.0219 | 217047.7368 | 164531.2851 | 432578.5659 | 89086.4902 | 343492.0757 |
Total P&L (%) | 381.579 | 217.0477 | 164.5313 | 432.5786 | 89.0865 | 343.4921 |
Avg Daily Profit (%) | 0.2011 | 0.1144 | 0.0867 | 0.0882 | 0.0336 | 0.0785 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -148492 | -40889 | -152309 | -1594620 | -213515 | -1381105 |
Profit Factor | 1.5946 | 1.9974 | 1.388 | 1.1801 | 1.1271 | 1.2019 |
Total Trades | 117 | 59 | 58 | 117 | 59 | 58 |
Winning Trades | 78 | 38 | 40 | 54 | 26 | 28 |
Losing Trades | 39 | 21 | 18 | 63 | 33 | 30 |
Profitability (%) | 66.6667 | 64.4068 | 68.9655 | 46.1538 | 44.0678 | 48.2759 |
Ratio Avg Win / Avg Loss | 0.7973 | 1.1038 | 0.6246 | 1.3768 | 1.4306 | 1.2877 |
Largest Winning Trade | 53210 | 53210 | 44341 | 1400317 | 147610 | 1400317 |
Largest Losing Trade | -147472 | -33830 | -147472 | -389074 | -118373 | -389074 |
Avg Bars in Trades | 177 | 58 | 298 | 177 | 58 | 298 |
Avg Bars in Winners | 138 | 58 | 215 | 158 | 44 | 263 |
Avg Bars in Losers | 255 | 59 | 483 | 194 | 69 | 331 |
Bars Traded | 20767 | 3455 | 17312 | 20767 | 3455 | 17312 |
Profit Streak | 207.478 | 207.478 | 276.3947 | 207.478 | 207.478 | 276.3947 |
Trades During Streak | 6 | 3 | 5 | 6 | 3 | 5 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 423178 | -211053 | -254437 | -97418 | -406372 | -267943 |
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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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