Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 601056.7161 | 466378.6662 | 134678.0499 | 1101067.6365 | 797049.783 | 304017.8535 |
Total P&L (%) | 601.0567 | 466.3787 | 134.6781 | 1101.0676 | 797.0498 | 304.0179 |
Avg Daily Profit (%) | 0.2401 | 0.1863 | 0.0538 | 0.0993 | 0.0877 | 0.0558 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -134248 | -77764 | -108361 | -1056102 | -565172 | -1094366 |
Profit Factor | 1.8257 | 2.5556 | 1.3146 | 1.2518 | 1.4364 | 1.1194 |
Total Trades | 148 | 74 | 74 | 148 | 74 | 74 |
Winning Trades | 83 | 42 | 41 | 83 | 42 | 41 |
Losing Trades | 65 | 32 | 33 | 65 | 32 | 33 |
Profitability (%) | 56.0811 | 56.7568 | 55.4054 | 56.0811 | 56.7568 | 55.4054 |
Ratio Avg Win / Avg Loss | 1.4298 | 1.9471 | 1.0581 | 0.9803 | 1.0944 | 0.901 |
Largest Winning Trade | 225947 | 225947 | 56302 | 476477 | 476477 | 331775 |
Largest Losing Trade | -58645 | -31921 | -58645 | -1056102 | -399895 | -1056102 |
Avg Bars in Trades | 48 | 47 | 50 | 48 | 47 | 50 |
Avg Bars in Winners | 50 | 46 | 53 | 50 | 46 | 53 |
Avg Bars in Losers | 47 | 47 | 47 | 47 | 47 | 47 |
Bars Traded | 7242 | 3481 | 3762 | 7242 | 3481 | 3762 |
Profit Streak | 69.2778 | 112.6111 | 69.2778 | 69.2778 | 112.6111 | 69.2778 |
Trades During Streak | 3 | 2 | 1 | 3 | 2 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 478521 | -49970 | -183821 | -59242 | -136913 | -272178 |
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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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