Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 403246.4217 | 242836.5613 | 160409.8605 | 1031900.4871 | 582499.0135 | 449401.4736 |
Total P&L (%) | 403.2464 | 242.8366 | 160.4099 | 1031.9005 | 582.499 | 449.4015 |
Avg Daily Profit (%) | 0.1695 | 0.1021 | 0.0674 | 0.1021 | 0.0808 | 0.0716 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -150468 | -57712 | -128098 | -281262 | -118750 | -190319 |
Profit Factor | 1.7966 | 2.0772 | 1.5713 | 2.0566 | 2.2501 | 1.8801 |
Total Trades | 192 | 96 | 96 | 192 | 96 | 96 |
Winning Trades | 77 | 39 | 38 | 77 | 39 | 38 |
Losing Trades | 115 | 57 | 58 | 115 | 57 | 58 |
Profitability (%) | 40.1042 | 40.625 | 39.5833 | 40.1042 | 40.625 | 39.5833 |
Ratio Avg Win / Avg Loss | 2.6832 | 3.036 | 2.3983 | 3.0716 | 3.2886 | 2.8696 |
Largest Winning Trade | 104052 | 104052 | 53547 | 335078 | 335078 | 165537 |
Largest Losing Trade | -34078 | -23930 | -34078 | -40658 | -40658 | -36732 |
Avg Bars in Trades | 36 | 32 | 39 | 36 | 32 | 39 |
Avg Bars in Winners | 69 | 64 | 74 | 69 | 64 | 74 |
Avg Bars in Losers | 13 | 10 | 16 | 13 | 10 | 16 |
Bars Traded | 6941 | 3129 | 3812 | 6941 | 3129 | 3812 |
Profit Streak | 345.5329 | 345.5329 | 346.5329 | 345.5329 | 345.5329 | 346.5329 |
Trades During Streak | 5 | 2 | 3 | 5 | 2 | 3 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 335112 | -55717 | -103042 | -53857 | -83385 | -96712 |
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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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