Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 329304.4807 | 221324.4989 | 107979.9818 | 891638.5771 | 402265.0615 | 489373.5156 |
Total P&L (%) | 329.3045 | 221.3245 | 107.98 | 891.6386 | 402.2651 | 489.3735 |
Avg Daily Profit (%) | 0.6323 | 0.4249 | 0.2073 | 0.4415 | 0.3104 | 0.3412 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -61806 | -52632 | -50483 | -400493 | -242986 | -271947 |
Profit Factor | 1.721 | 2.003 | 1.4574 | 1.4788 | 1.4338 | 1.5235 |
Total Trades | 145 | 73 | 72 | 145 | 73 | 72 |
Winning Trades | 61 | 29 | 32 | 61 | 29 | 32 |
Losing Trades | 84 | 44 | 40 | 84 | 44 | 40 |
Profitability (%) | 42.069 | 39.726 | 44.4444 | 42.069 | 39.726 | 44.4444 |
Ratio Avg Win / Avg Loss | 2.3699 | 3.0391 | 1.8217 | 2.0364 | 2.1754 | 1.9043 |
Largest Winning Trade | 55782 | 55782 | 26900 | 162743 | 154414 | 162743 |
Largest Losing Trade | -31547 | -13486 | -31547 | -114298 | -75691 | -114298 |
Avg Bars in Trades | 168 | 171 | 164 | 168 | 171 | 164 |
Avg Bars in Winners | 244 | 251 | 238 | 244 | 251 | 238 |
Avg Bars in Losers | 112 | 119 | 104 | 112 | 119 | 104 |
Bars Traded | 24362 | 12541 | 11821 | 24362 | 12541 | 11821 |
Profit Streak | 15.9011 | 15.9011 | 28.8594 | 15.9011 | 15.9011 | 28.8594 |
Trades During Streak | 2 | 1 | 2 | 2 | 1 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 445611 | -62593 | -71340 | 366837 | -65366 | -69792 |
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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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