Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 286396.4402 | 127166.7665 | 159229.6738 | 641952.1237 | 207632.3174 | 434319.8063 |
Total P&L (%) | 286.3964 | 127.1668 | 159.2297 | 641.9521 | 207.6323 | 434.3198 |
Avg Daily Profit (%) | 0.5499 | 0.2442 | 0.3057 | 0.3855 | 0.216 | 0.3223 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -30447 | -36156 | -18353 | -124387 | -156090 | -113843 |
Profit Factor | 2.4008 | 1.9941 | 3.0807 | 1.8121 | 1.4781 | 2.2192 |
Total Trades | 94 | 47 | 47 | 94 | 47 | 47 |
Winning Trades | 58 | 27 | 31 | 58 | 27 | 31 |
Losing Trades | 36 | 20 | 16 | 36 | 20 | 16 |
Profitability (%) | 61.7021 | 57.4468 | 65.9574 | 61.7021 | 57.4468 | 65.9574 |
Ratio Avg Win / Avg Loss | 1.4901 | 1.4771 | 1.59 | 1.1247 | 1.0949 | 1.1454 |
Largest Winning Trade | 134777 | 134777 | 29074 | 203434 | 203434 | 103323 |
Largest Losing Trade | -30149 | -30149 | -14719 | -120513 | -120513 | -87171 |
Avg Bars in Trades | 246 | 251 | 242 | 246 | 251 | 242 |
Avg Bars in Winners | 242 | 214 | 266 | 242 | 214 | 266 |
Avg Bars in Losers | 253 | 299 | 195 | 253 | 299 | 195 |
Bars Traded | 23179 | 11798 | 11381 | 23179 | 11798 | 11381 |
Profit Streak | 60.5971 | 60.5971 | 67.5554 | 60.5971 | 60.5971 | 67.5554 |
Trades During Streak | 4 | 2 | 3 | 4 | 2 | 3 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 602030 | 436682 | 625420 | 525562 | 373825 | 530665 |
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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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