Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 360642.8928 | 243633.2942 | 117009.5986 | 177326.9261 | 176294.3104 | 1032.6157 |
Total P&L (%) | 360.6429 | 243.6333 | 117.0096 | 177.3269 | 176.2943 | 1.0326 |
Avg Daily Profit (%) | 0.35 | 0.2364 | 0.1136 | 0.099 | 0.0987 | 0.001 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -87431 | -77105 | -109968 | -220760 | -106798 | -196219 |
Profit Factor | 1.3587 | 1.5341 | 1.213 | 1.1644 | 1.3703 | 1.0017 |
Total Trades | 217 | 109 | 108 | 217 | 109 | 108 |
Winning Trades | 95 | 40 | 55 | 95 | 40 | 55 |
Losing Trades | 122 | 69 | 53 | 122 | 69 | 53 |
Profitability (%) | 43.7788 | 36.6972 | 50.9259 | 43.7788 | 36.6972 | 50.9259 |
Ratio Avg Win / Avg Loss | 1.7449 | 2.6463 | 1.1689 | 1.4953 | 2.3638 | 0.9653 |
Largest Winning Trade | 161864 | 161864 | 32510 | 153455 | 153455 | 59314 |
Largest Losing Trade | -37373 | -23711 | -37373 | -110752 | -33964 | -110752 |
Avg Bars in Trades | 112 | 116 | 109 | 112 | 116 | 109 |
Avg Bars in Winners | 156 | 159 | 154 | 156 | 159 | 154 |
Avg Bars in Losers | 78 | 91 | 62 | 78 | 91 | 62 |
Bars Traded | 24468 | 12666 | 11802 | 24468 | 12666 | 11802 |
Profit Streak | 18.1451 | 18.1451 | 42.0618 | 18.1451 | 18.1451 | 42.0618 |
Trades During Streak | 2 | 1 | 2 | 2 | 1 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 368616 | 204648 | -41012 | -100658 | -64489 | -576722 |
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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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