Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 377967.5109 | 166000.3887 | 211967.1222 | 2244058.9034 | 829624.0572 | 1414434.8462 |
Total P&L (%) | 377.9675 | 166.0004 | 211.9671 | 2244.0589 | 829.6241 | 1414.4348 |
Avg Daily Profit (%) | 0.3628 | 0.1594 | 0.2035 | 0.3033 | 0.2143 | 0.2612 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -33552 | -45677 | -24906 | -492715 | -158932 | -387243 |
Profit Factor | 2.2832 | 2.2129 | 2.3442 | 2.3573 | 2.2291 | 2.4457 |
Total Trades | 136 | 68 | 68 | 136 | 68 | 68 |
Winning Trades | 82 | 39 | 43 | 82 | 39 | 43 |
Losing Trades | 54 | 29 | 25 | 54 | 29 | 25 |
Profitability (%) | 60.2941 | 57.3529 | 63.2353 | 60.2941 | 57.3529 | 63.2353 |
Ratio Avg Win / Avg Loss | 1.5036 | 1.6455 | 1.3629 | 1.5523 | 1.6575 | 1.4219 |
Largest Winning Trade | 39606 | 30703 | 39606 | 458977 | 189521 | 458977 |
Largest Losing Trade | -24906 | -11513 | -24906 | -385054 | -106952 | -385054 |
Avg Bars in Trades | 178 | 82 | 273 | 178 | 82 | 273 |
Avg Bars in Winners | 171 | 59 | 273 | 171 | 59 | 273 |
Avg Bars in Losers | 187 | 114 | 272 | 187 | 114 | 272 |
Bars Traded | 24223 | 5639 | 18584 | 24223 | 5639 | 18584 |
Profit Streak | 23.2493 | 23.2493 | 26.6659 | 23.2493 | 23.2493 | 26.6659 |
Trades During Streak | 3 | 1 | 2 | 3 | 1 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 594710 | -96196 | -95444 | 596527 | -95278 | -94338 |
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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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