Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 470816.7684 | 264763.6208 | 206053.1476 | 1481123.8864 | 1097545.4591 | 383578.4273 |
Total P&L (%) | 470.8168 | 264.7636 | 206.0531 | 1481.1239 | 1097.5455 | 383.5784 |
Avg Daily Profit (%) | 0.2798 | 0.1574 | 0.1225 | 0.1642 | 0.1477 | 0.0937 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -58062 | -68311 | -41206 | -1002822 | -252621 | -854267 |
Profit Factor | 1.8098 | 1.9055 | 1.7129 | 1.4527 | 1.75 | 1.2121 |
Total Trades | 141 | 71 | 70 | 141 | 71 | 70 |
Winning Trades | 56 | 25 | 31 | 56 | 25 | 31 |
Losing Trades | 85 | 46 | 39 | 85 | 46 | 39 |
Profitability (%) | 39.7163 | 35.2113 | 44.2857 | 39.7163 | 35.2113 | 44.2857 |
Ratio Avg Win / Avg Loss | 2.747 | 3.5062 | 2.155 | 2.205 | 3.2201 | 1.5249 |
Largest Winning Trade | 89746 | 89746 | 50105 | 448019 | 448019 | 294498 |
Largest Losing Trade | -41206 | -22201 | -41206 | -373394 | -159662 | -373394 |
Avg Bars in Trades | 23 | 22 | 24 | 23 | 22 | 24 |
Avg Bars in Winners | 39 | 39 | 40 | 39 | 39 | 40 |
Avg Bars in Losers | 12 | 13 | 12 | 12 | 13 | 12 |
Bars Traded | 3323 | 1591 | 1732 | 3323 | 1591 | 1732 |
Profit Streak | 34.3557 | 34.3557 | 36.8557 | 34.3557 | 34.3557 | 36.8557 |
Trades During Streak | 2 | 1 | 1 | 2 | 1 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 337731 | -81015 | -122127 | 270174 | -84056 | -163051 |
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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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