Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 249179.4063 | 211016.1108 | 38163.2955 | 58423.3943 | 14054.4631 | 44368.9311 |
Total P&L (%) | 249.1794 | 211.0161 | 38.1633 | 58.4234 | 14.0545 | 44.3689 |
Avg Daily Profit (%) | 0.1567 | 0.1327 | 0.024 | 0.0289 | 0.0083 | 0.0231 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -165717 | -87642 | -166709 | -564317 | -467447 | -348252 |
Profit Factor | 1.2764 | 1.59 | 1.0702 | 1.0214 | 1.0111 | 1.0302 |
Total Trades | 224 | 112 | 112 | 224 | 112 | 112 |
Winning Trades | 172 | 85 | 87 | 120 | 61 | 59 |
Losing Trades | 52 | 27 | 25 | 104 | 51 | 53 |
Profitability (%) | 76.7857 | 75.8929 | 77.6786 | 53.5714 | 54.4643 | 52.6786 |
Ratio Avg Win / Avg Loss | 0.3859 | 0.5051 | 0.3075 | 0.8852 | 0.8454 | 0.9254 |
Largest Winning Trade | 47983 | 47983 | 37267 | 372790 | 125403 | 372790 |
Largest Losing Trade | -163598 | -48518 | -163598 | -345077 | -231954 | -345077 |
Avg Bars in Trades | 27 | 24 | 30 | 27 | 24 | 30 |
Avg Bars in Winners | 13 | 9 | 16 | 21 | 15 | 27 |
Avg Bars in Losers | 73 | 69 | 79 | 34 | 34 | 33 |
Bars Traded | 6104 | 2696 | 3408 | 6104 | 2696 | 3408 |
Profit Streak | 32.0204 | 54.0204 | 32.0204 | 32.0204 | 54.0204 | 32.0204 |
Trades During Streak | 7 | 7 | 3 | 7 | 7 | 3 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 433763 | -10383 | -303115 | -350131 | -429147 | -351300 |
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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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