Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 259777.0428 | 165499.4526 | 94277.5902 | 568636.6041 | 447438.9635 | 121197.6406 |
Total P&L (%) | 259.777 | 165.4995 | 94.2776 | 568.6366 | 447.439 | 121.1976 |
Avg Daily Profit (%) | 0.4988 | 0.3178 | 0.181 | 0.3655 | 0.327 | 0.1525 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -45689 | -38583 | -28663 | -218011 | -149535 | -202042 |
Profit Factor | 1.7943 | 1.9819 | 1.5948 | 1.4329 | 1.6672 | 1.1885 |
Total Trades | 151 | 76 | 75 | 151 | 76 | 75 |
Winning Trades | 62 | 30 | 32 | 62 | 30 | 32 |
Losing Trades | 89 | 46 | 43 | 89 | 46 | 43 |
Profitability (%) | 41.0596 | 39.4737 | 42.6667 | 41.0596 | 39.4737 | 42.6667 |
Ratio Avg Win / Avg Loss | 2.5757 | 3.0388 | 2.143 | 2.0569 | 2.5564 | 1.597 |
Largest Winning Trade | 61845 | 61845 | 33454 | 205987 | 205987 | 155716 |
Largest Losing Trade | -18525 | -18525 | -13161 | -69430 | -69430 | -64740 |
Avg Bars in Trades | 162 | 154 | 171 | 162 | 154 | 171 |
Avg Bars in Winners | 266 | 263 | 268 | 266 | 263 | 268 |
Avg Bars in Losers | 90 | 83 | 98 | 90 | 83 | 98 |
Bars Traded | 24564 | 11715 | 12849 | 24564 | 11715 | 12849 |
Profit Streak | 9.381 | 39.0268 | 0 | 9.381 | 39.0268 | 0 |
Trades During Streak | 1 | 3 | 0 | 1 | 3 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 395635 | -40298 | -49923 | 319356 | -40826 | -65254 |
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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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