Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 396996.3074 | 277945.159 | 119051.1485 | 672144.4425 | 514495.7711 | 157648.6714 |
Total P&L (%) | 396.9963 | 277.9452 | 119.0511 | 672.1444 | 514.4958 | 157.6487 |
Avg Daily Profit (%) | 0.2804 | 0.1963 | 0.0841 | 0.1445 | 0.1283 | 0.0669 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -144311 | -99527 | -61176 | -543367 | -280976 | -526378 |
Profit Factor | 1.7616 | 2.2407 | 1.4005 | 1.3566 | 1.7163 | 1.1351 |
Total Trades | 135 | 68 | 67 | 135 | 68 | 67 |
Winning Trades | 71 | 37 | 34 | 71 | 37 | 34 |
Losing Trades | 64 | 31 | 33 | 64 | 31 | 33 |
Profitability (%) | 52.5926 | 54.4118 | 50.7463 | 52.5926 | 54.4118 | 50.7463 |
Ratio Avg Win / Avg Loss | 1.5879 | 1.8773 | 1.3593 | 1.2228 | 1.438 | 1.1017 |
Largest Winning Trade | 124647 | 124647 | 63809 | 285242 | 229619 | 285242 |
Largest Losing Trade | -33697 | -33296 | -33697 | -325926 | -153585 | -325926 |
Avg Bars in Trades | 30 | 26 | 33 | 30 | 26 | 33 |
Avg Bars in Winners | 34 | 25 | 44 | 34 | 25 | 44 |
Avg Bars in Losers | 25 | 28 | 22 | 25 | 28 | 22 |
Bars Traded | 4080 | 1827 | 2253 | 4080 | 1827 | 2253 |
Profit Streak | 30.067 | 30.067 | 65.7336 | 30.067 | 30.067 | 65.7336 |
Trades During Streak | 2 | 1 | 2 | 2 | 1 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 480408 | -95936 | -195618 | 84360 | -126965 | -291150 |
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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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