Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 536271.6499 | 354159.4819 | 182112.168 | 1309669.7767 | 424020.8406 | 885648.9362 |
Total P&L (%) | 536.2717 | 354.1595 | 182.1122 | 1309.6698 | 424.0208 | 885.6489 |
Avg Daily Profit (%) | 0.2574 | 0.17 | 0.0874 | 0.1271 | 0.0795 | 0.1099 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -83243 | -81977 | -73285 | -924507 | -1017725 | -519900 |
Profit Factor | 1.6031 | 1.815 | 1.4006 | 1.1558 | 1.1015 | 1.2095 |
Total Trades | 216 | 108 | 108 | 216 | 108 | 108 |
Winning Trades | 92 | 45 | 47 | 92 | 45 | 47 |
Losing Trades | 124 | 63 | 61 | 124 | 63 | 61 |
Profitability (%) | 42.5926 | 41.6667 | 43.5185 | 42.5926 | 41.6667 | 43.5185 |
Ratio Avg Win / Avg Loss | 2.1607 | 2.541 | 1.8178 | 1.5578 | 1.5421 | 1.5698 |
Largest Winning Trade | 91882 | 91882 | 44075 | 675752 | 675752 | 320623 |
Largest Losing Trade | -42002 | -22894 | -42002 | -353667 | -311813 | -353667 |
Avg Bars in Trades | 114 | 112 | 117 | 114 | 112 | 117 |
Avg Bars in Winners | 175 | 174 | 175 | 175 | 174 | 175 |
Avg Bars in Losers | 70 | 67 | 73 | 70 | 67 | 73 |
Bars Traded | 24800 | 12099 | 12701 | 24800 | 12099 | 12701 |
Profit Streak | 30.8957 | 0 | 35.3957 | 30.8957 | 0 | 35.3957 |
Trades During Streak | 1 | 0 | 1 | 1 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 372702 | 262812 | -76689 | -72174 | -198067 | -47470 |
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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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