Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 284119.6488 | 136355.6986 | 147763.9502 | 619103.8714 | 168738.7457 | 450365.1257 |
Total P&L (%) | 284.1196 | 136.3557 | 147.764 | 619.1039 | 168.7387 | 450.3651 |
Avg Daily Profit (%) | 0.3063 | 0.147 | 0.1593 | 0.2129 | 0.1066 | 0.184 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -65982 | -56362 | -35157 | -645389 | -511708 | -360377 |
Profit Factor | 1.631 | 1.5879 | 1.6768 | 1.2927 | 1.1454 | 1.4718 |
Total Trades | 185 | 92 | 93 | 185 | 92 | 93 |
Winning Trades | 72 | 31 | 41 | 72 | 31 | 41 |
Losing Trades | 113 | 61 | 52 | 113 | 61 | 52 |
Profitability (%) | 38.9189 | 33.6957 | 44.086 | 38.9189 | 33.6957 | 44.086 |
Ratio Avg Win / Avg Loss | 2.5598 | 3.1245 | 2.1267 | 2.0289 | 2.2539 | 1.8666 |
Largest Winning Trade | 69254 | 69254 | 32092 | 312406 | 312406 | 292903 |
Largest Losing Trade | -16985 | -15752 | -16985 | -139668 | -139668 | -82676 |
Avg Bars in Trades | 29 | 26 | 32 | 29 | 26 | 32 |
Avg Bars in Winners | 57 | 55 | 59 | 57 | 55 | 59 |
Avg Bars in Losers | 11 | 11 | 11 | 11 | 11 | 11 |
Bars Traded | 5479 | 2423 | 3056 | 5479 | 2423 | 3056 |
Profit Streak | 16.5483 | 0 | 18.0483 | 16.5483 | 0 | 18.0483 |
Trades During Streak | 1 | 0 | 1 | 1 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 328629 | -240 | 302704 | 245144 | -116462 | 276763 |
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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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