Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 348381.2343 | 266398.1121 | 81983.1222 | 432226.6577 | 194623.5195 | 237603.1382 |
Total P&L (%) | 348.3812 | 266.3981 | 81.9831 | 432.2267 | 194.6235 | 237.6031 |
Avg Daily Profit (%) | 0.3344 | 0.2557 | 0.0787 | 0.1606 | 0.1038 | 0.1169 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -72909 | -63280 | -48423 | -401921 | -383349 | -198274 |
Profit Factor | 1.7511 | 2.0335 | 1.3979 | 1.2697 | 1.2082 | 1.3557 |
Total Trades | 144 | 72 | 72 | 144 | 72 | 72 |
Winning Trades | 57 | 24 | 33 | 57 | 24 | 33 |
Losing Trades | 87 | 48 | 39 | 87 | 48 | 39 |
Profitability (%) | 39.5833 | 33.3333 | 45.8333 | 39.5833 | 33.3333 | 45.8333 |
Ratio Avg Win / Avg Loss | 2.6728 | 4.067 | 1.652 | 1.9379 | 2.4164 | 1.6021 |
Largest Winning Trade | 212330 | 212330 | 33915 | 396413 | 396413 | 122342 |
Largest Losing Trade | -21800 | -21800 | -13667 | -159976 | -159976 | -110955 |
Avg Bars in Trades | 168 | 157 | 179 | 168 | 157 | 179 |
Avg Bars in Winners | 238 | 217 | 254 | 238 | 217 | 254 |
Avg Bars in Losers | 122 | 127 | 115 | 122 | 127 | 115 |
Bars Traded | 24278 | 11369 | 12909 | 24278 | 11369 | 12909 |
Profit Streak | 4.168 | 0 | 24.418 | 4.168 | 0 | 24.418 |
Trades During Streak | 1 | 0 | 2 | 1 | 0 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 300842 | -73977 | -166124 | 164188 | -139733 | -115493 |
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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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