Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 310554.4598 | 191007.3451 | 119547.1147 | 143275.3838 | 77729.777 | 65545.6068 |
Total P&L (%) | 310.5545 | 191.0073 | 119.5471 | 143.2754 | 77.7298 | 65.5456 |
Avg Daily Profit (%) | 0.3019 | 0.1857 | 0.1162 | 0.0865 | 0.0559 | 0.049 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -146861 | -121869 | -110201 | -143512 | -99470 | -115849 |
Profit Factor | 1.417 | 1.4206 | 1.4114 | 1.2481 | 1.2383 | 1.261 |
Total Trades | 169 | 84 | 85 | 169 | 84 | 85 |
Winning Trades | 87 | 36 | 51 | 87 | 36 | 51 |
Losing Trades | 82 | 48 | 34 | 82 | 48 | 34 |
Profitability (%) | 51.4793 | 42.8571 | 60 | 51.4793 | 42.8571 | 60 |
Ratio Avg Win / Avg Loss | 1.3356 | 1.8941 | 0.9409 | 1.1764 | 1.651 | 0.8406 |
Largest Winning Trade | 130161 | 130161 | 28641 | 75764 | 75764 | 39095 |
Largest Losing Trade | -42574 | -42574 | -38693 | -54691 | -54691 | -38070 |
Avg Bars in Trades | 23 | 28 | 18 | 23 | 28 | 18 |
Avg Bars in Winners | 27 | 38 | 19 | 27 | 38 | 19 |
Avg Bars in Losers | 19 | 20 | 17 | 19 | 20 | 17 |
Bars Traded | 3924 | 2353 | 1570 | 3924 | 2353 | 1570 |
Profit Streak | 43.4625 | 43.4625 | 93.9625 | 43.4625 | 43.4625 | 93.9625 |
Trades During Streak | 3 | 1 | 6 | 3 | 1 | 6 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 434439 | 257565 | -35721 | -74961 | -119690 | -126552 |
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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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