Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 401128.2122 | 39884.8759 | 361243.3362 | 592986.6286 | 505557.7832 | 87428.8454 |
Total P&L (%) | 401.1282 | 39.8849 | 361.2433 | 592.9866 | 505.5578 | 87.4288 |
Avg Daily Profit (%) | 0.2608 | 0.0259 | 0.2348 | 0.1259 | 0.1171 | 0.0408 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -91646 | -67511 | -91646 | -2294383 | -259081 | -2294383 |
Profit Factor | 2.3134 | 1.2068 | 4.2108 | 1.1811 | 1.5991 | 1.036 |
Total Trades | 159 | 80 | 79 | 159 | 80 | 79 |
Winning Trades | 130 | 58 | 72 | 130 | 58 | 72 |
Losing Trades | 29 | 22 | 7 | 29 | 22 | 7 |
Profitability (%) | 81.761 | 72.5 | 91.1392 | 81.761 | 72.5 | 91.1392 |
Ratio Avg Win / Avg Loss | 0.5161 | 0.4577 | 0.4094 | 0.2635 | 0.6065 | 0.1007 |
Largest Winning Trade | 27615 | 27615 | 24113 | 238907 | 181369 | 238907 |
Largest Losing Trade | -91646 | -34885 | -91646 | -2294383 | -162610 | -2294383 |
Avg Bars in Trades | 24 | 13 | 35 | 24 | 13 | 35 |
Avg Bars in Winners | 13 | 4 | 20 | 13 | 4 | 20 |
Avg Bars in Losers | 76 | 39 | 193 | 76 | 39 | 193 |
Bars Traded | 3932 | 1114 | 2818 | 3932 | 1114 | 2818 |
Profit Streak | 104.4459 | 104.4459 | 104.7793 | 104.4459 | 104.4459 | 104.7793 |
Trades During Streak | 8 | 4 | 4 | 8 | 4 | 4 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 603501 | -177214 | -7957 | -40456 | -50547 | -341275 |
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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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