Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 260476.4387 | 159069.7137 | 101406.725 | 532772.3249 | 391734.4583 | 141037.8666 |
Total P&L (%) | 260.4764 | 159.0697 | 101.4067 | 532.7723 | 391.7345 | 141.0379 |
Avg Daily Profit (%) | 3.0005 | 1.8324 | 1.1681 | 2.148 | 1.8517 | 1.0186 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -28268 | -21658 | -10860 | -26513 | -20658 | -11341 |
Profit Factor | 3.8469 | 4.2349 | 3.3961 | 6.5357 | 8.7551 | 4.0842 |
Total Trades | 116 | 58 | 58 | 116 | 58 | 58 |
Winning Trades | 72 | 33 | 39 | 72 | 33 | 39 |
Losing Trades | 44 | 25 | 19 | 44 | 25 | 19 |
Profitability (%) | 62.069 | 56.8966 | 67.2414 | 62.069 | 56.8966 | 67.2414 |
Ratio Avg Win / Avg Loss | 2.3509 | 3.2083 | 1.6545 | 3.9941 | 6.6326 | 1.9897 |
Largest Winning Trade | 143189 | 143189 | 70446 | 373774 | 373774 | 107886 |
Largest Losing Trade | -9486 | -9486 | -7391 | -12212 | -12212 | -8127 |
Avg Bars in Trades | 210 | 212 | 209 | 210 | 212 | 209 |
Avg Bars in Winners | 157 | 154 | 160 | 157 | 154 | 160 |
Avg Bars in Losers | 298 | 289 | 309 | 298 | 289 | 309 |
Bars Traded | 24463 | 12337 | 12126 | 24463 | 12337 | 12126 |
Profit Streak | 0 | 14.8684 | 0 | 0 | 14.8684 | 0 |
Trades During Streak | 0 | 10 | 0 | 0 | 10 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 775250 | -158483 | -160203 | 820449 | -157172 | -159704 |
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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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