Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 380216.5689 | 244896.2316 | 135320.3373 | 1000668.2159 | 456435.7022 | 544232.5138 |
Total P&L (%) | 380.2166 | 244.8962 | 135.3203 | 1000.6682 | 456.4357 | 544.2325 |
Avg Daily Profit (%) | 0.3081 | 0.1984 | 0.1096 | 0.1945 | 0.1392 | 0.151 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -66186 | -49123 | -91129 | -362384 | -299426 | -180390 |
Profit Factor | 1.75 | 2.0051 | 1.5139 | 2.0338 | 1.8386 | 2.2846 |
Total Trades | 129 | 64 | 65 | 129 | 64 | 65 |
Winning Trades | 73 | 35 | 38 | 73 | 35 | 38 |
Losing Trades | 56 | 29 | 27 | 56 | 29 | 27 |
Profitability (%) | 56.5891 | 54.6875 | 58.4615 | 56.5891 | 54.6875 | 58.4615 |
Ratio Avg Win / Avg Loss | 1.3425 | 1.6614 | 1.0757 | 1.5601 | 1.5234 | 1.6232 |
Largest Winning Trade | 71743 | 71743 | 25188 | 256924 | 256924 | 151432 |
Largest Losing Trade | -38182 | -32917 | -38182 | -168389 | -168389 | -96634 |
Avg Bars in Trades | 108 | 135 | 81 | 108 | 135 | 81 |
Avg Bars in Winners | 89 | 104 | 76 | 89 | 104 | 76 |
Avg Bars in Losers | 131 | 173 | 87 | 131 | 173 | 87 |
Bars Traded | 13947 | 8672 | 5275 | 13947 | 8672 | 5275 |
Profit Streak | 72.1709 | 75.9209 | 72.1709 | 72.1709 | 75.9209 | 72.1709 |
Trades During Streak | 8 | 4 | 4 | 8 | 4 | 4 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 487891 | -125734 | -174388 | 527669 | -140924 | -117188 |
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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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