Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 448841.7031 | 305659.8136 | 143181.8896 | 930762.7096 | 700302.3646 | 230460.345 |
Total P&L (%) | 448.8417 | 305.6598 | 143.1819 | 930.7627 | 700.3024 | 230.4603 |
Avg Daily Profit (%) | 0.3137 | 0.2136 | 0.1001 | 0.1632 | 0.1454 | 0.0836 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -81659 | -67022 | -53354 | -1439299 | -1215592 | -801746 |
Profit Factor | 1.6675 | 1.7742 | 1.5157 | 1.1864 | 1.2374 | 1.1128 |
Total Trades | 154 | 77 | 77 | 154 | 77 | 77 |
Winning Trades | 73 | 28 | 45 | 73 | 28 | 45 |
Losing Trades | 81 | 49 | 32 | 81 | 49 | 32 |
Profitability (%) | 47.4026 | 36.3636 | 58.4416 | 47.4026 | 36.3636 | 58.4416 |
Ratio Avg Win / Avg Loss | 1.8502 | 3.1048 | 1.0778 | 1.3164 | 2.1654 | 0.7913 |
Largest Winning Trade | 98003 | 98003 | 33448 | 969220 | 969220 | 257563 |
Largest Losing Trade | -38981 | -38981 | -30748 | -570070 | -441994 | -570070 |
Avg Bars in Trades | 36 | 39 | 32 | 36 | 39 | 32 |
Avg Bars in Winners | 42 | 50 | 37 | 42 | 50 | 37 |
Avg Bars in Losers | 30 | 32 | 26 | 30 | 32 | 26 |
Bars Traded | 5550 | 3015 | 2535 | 5550 | 3015 | 2535 |
Profit Streak | 36.953 | 38.953 | 36.953 | 36.953 | 38.953 | 36.953 |
Trades During Streak | 2 | 1 | 1 | 2 | 1 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 451352 | -35612 | -98036 | -6961 | -44364 | -219520 |
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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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