Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 320489.2684 | 233150.9883 | 87338.2801 | 225963.5416 | 20224.3817 | 205739.1599 |
Total P&L (%) | 320.4893 | 233.151 | 87.3383 | 225.9635 | 20.2244 | 205.7392 |
Avg Daily Profit (%) | 0.3077 | 0.2238 | 0.0838 | 0.1135 | 0.0177 | 0.1073 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -106287 | -77364 | -72324 | -1099505 | -707738 | -528884 |
Profit Factor | 1.4725 | 1.6257 | 1.2857 | 1.0683 | 1.0099 | 1.1635 |
Total Trades | 241 | 120 | 121 | 241 | 120 | 121 |
Winning Trades | 163 | 76 | 87 | 163 | 76 | 87 |
Losing Trades | 78 | 44 | 34 | 78 | 44 | 34 |
Profitability (%) | 67.6349 | 63.3333 | 71.9008 | 67.6349 | 63.3333 | 71.9008 |
Ratio Avg Win / Avg Loss | 0.7046 | 0.9412 | 0.5024 | 0.5112 | 0.5847 | 0.4547 |
Largest Winning Trade | 28067 | 28067 | 15461 | 177633 | 177633 | 103677 |
Largest Losing Trade | -72324 | -40953 | -72324 | -442652 | -359582 | -442652 |
Avg Bars in Trades | 102 | 144 | 60 | 102 | 144 | 60 |
Avg Bars in Winners | 64 | 88 | 43 | 64 | 88 | 43 |
Avg Bars in Losers | 181 | 242 | 103 | 181 | 242 | 103 |
Bars Traded | 24670 | 17387 | 7283 | 24670 | 17387 | 7283 |
Profit Streak | 20.0887 | 20.0887 | 54.2554 | 20.0887 | 20.0887 | 54.2554 |
Trades During Streak | 5 | 2 | 7 | 5 | 2 | 7 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 472397 | 384541 | -78203 | -183463 | -384759 | -87579 |
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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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