Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 294843.0744 | 182203.2686 | 112639.8059 | 895544.9902 | 680439.1845 | 215105.8057 |
Total P&L (%) | 294.8431 | 182.2033 | 112.6398 | 895.545 | 680.4392 | 215.1058 |
Avg Daily Profit (%) | 0.5661 | 0.3498 | 0.2163 | 0.4422 | 0.3953 | 0.2206 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -21901 | -29051 | -25341 | -196764 | -157800 | -213731 |
Profit Factor | 2.1555 | 2.4798 | 1.8531 | 1.6833 | 2.115 | 1.3071 |
Total Trades | 121 | 61 | 60 | 121 | 61 | 60 |
Winning Trades | 59 | 30 | 29 | 59 | 30 | 29 |
Losing Trades | 62 | 31 | 31 | 62 | 31 | 31 |
Profitability (%) | 48.7603 | 49.1803 | 48.3333 | 48.7603 | 49.1803 | 48.3333 |
Ratio Avg Win / Avg Loss | 2.2651 | 2.5625 | 1.9809 | 1.7688 | 2.1855 | 1.3973 |
Largest Winning Trade | 54552 | 54552 | 32013 | 287352 | 287352 | 219851 |
Largest Losing Trade | -14572 | -14572 | -12936 | -105313 | -79830 | -105313 |
Avg Bars in Trades | 201 | 191 | 211 | 201 | 191 | 211 |
Avg Bars in Winners | 298 | 286 | 309 | 298 | 286 | 309 |
Avg Bars in Losers | 108 | 98 | 119 | 108 | 98 | 119 |
Bars Traded | 24347 | 11670 | 12677 | 24347 | 11670 | 12677 |
Profit Streak | 8.4564 | 27.7064 | 0 | 8.4564 | 27.7064 | 0 |
Trades During Streak | 1 | 2 | 0 | 1 | 2 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 532518 | -147928 | -159120 | 476589 | -147827 | -162472 |
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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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