Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 181354.6366 | 79998.7527 | 101355.8839 | 235872.0157 | 56391.3023 | 179480.7134 |
Total P&L (%) | 181.3546 | 79.9988 | 101.3559 | 235.872 | 56.3913 | 179.4807 |
Avg Daily Profit (%) | 0.3143 | 0.1386 | 0.1756 | 0.2102 | 0.0775 | 0.1783 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -62863 | -67569 | -56899 | -191958 | -224032 | -87257 |
Profit Factor | 1.3428 | 1.2902 | 1.3999 | 1.2408 | 1.1046 | 1.4073 |
Total Trades | 326 | 163 | 163 | 326 | 163 | 163 |
Winning Trades | 173 | 84 | 89 | 173 | 84 | 89 |
Losing Trades | 153 | 79 | 74 | 153 | 79 | 74 |
Profitability (%) | 53.0675 | 51.5337 | 54.6012 | 53.0675 | 51.5337 | 54.6012 |
Ratio Avg Win / Avg Loss | 1.1875 | 1.2134 | 1.164 | 1.0973 | 1.0389 | 1.1701 |
Largest Winning Trade | 23969 | 22508 | 23969 | 76480 | 76480 | 58004 |
Largest Losing Trade | -21478 | -21478 | -19603 | -77385 | -77385 | -44087 |
Avg Bars in Trades | 41 | 41 | 42 | 41 | 41 | 42 |
Avg Bars in Winners | 37 | 41 | 34 | 37 | 41 | 34 |
Avg Bars in Losers | 46 | 41 | 52 | 46 | 41 | 52 |
Bars Traded | 13621 | 6707 | 6914 | 13621 | 6707 | 6914 |
Profit Streak | 480.424 | 0 | 492.299 | 480.424 | 0 | 492.299 |
Trades During Streak | 1 | 0 | 5 | 1 | 0 | 5 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 404622 | -7839 | 359406 | 350148 | -195697 | 361829 |
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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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