Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 361058.8006 | 213871.4973 | 147187.3034 | 1273250.014 | 1029870.5081 | 243379.5059 |
Total P&L (%) | 361.0588 | 213.8715 | 147.1873 | 1273.25 | 1029.8705 | 243.3795 |
Avg Daily Profit (%) | 0.3466 | 0.2053 | 0.1413 | 0.2518 | 0.233 | 0.1185 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -57636 | -43586 | -51299 | -1124385 | -354574 | -959193 |
Profit Factor | 1.8657 | 2.0616 | 1.6827 | 1.4725 | 1.9467 | 1.1515 |
Total Trades | 152 | 76 | 76 | 152 | 76 | 76 |
Winning Trades | 72 | 34 | 38 | 72 | 34 | 38 |
Losing Trades | 80 | 42 | 38 | 80 | 42 | 38 |
Profitability (%) | 47.3684 | 44.7368 | 50 | 47.3684 | 44.7368 | 50 |
Ratio Avg Win / Avg Loss | 2.073 | 2.5467 | 1.6827 | 1.6361 | 2.4048 | 1.1515 |
Largest Winning Trade | 60273 | 60273 | 36117 | 727842 | 727842 | 484947 |
Largest Losing Trade | -14879 | -14443 | -14879 | -272012 | -144736 | -272012 |
Avg Bars in Trades | 162 | 154 | 169 | 162 | 154 | 169 |
Avg Bars in Winners | 231 | 219 | 242 | 231 | 219 | 242 |
Avg Bars in Losers | 99 | 101 | 96 | 99 | 101 | 96 |
Bars Traded | 24633 | 11740 | 12893 | 24633 | 11740 | 12893 |
Profit Streak | 18.144 | 41.019 | 18.144 | 18.144 | 41.019 | 18.144 |
Trades During Streak | 2 | 2 | 1 | 2 | 2 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 477168 | -38931 | -50113 | 416487 | -38500 | -137613 |
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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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