Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 271538.0552 | 244759.2351 | 26778.8201 | 637378.2004 | 369691.3315 | 267686.8689 |
Total P&L (%) | 271.5381 | 244.7592 | 26.7788 | 637.3782 | 369.6913 | 267.6869 |
Avg Daily Profit (%) | 0.22 | 0.1983 | 0.0217 | 0.162 | 0.1254 | 0.1055 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -186847 | -42192 | -204596 | -272650 | -187886 | -241914 |
Profit Factor | 1.5001 | 2.4584 | 1.0714 | 1.7192 | 2.0093 | 1.5149 |
Total Trades | 135 | 67 | 68 | 135 | 67 | 68 |
Winning Trades | 119 | 58 | 61 | 109 | 54 | 55 |
Losing Trades | 16 | 9 | 7 | 26 | 13 | 13 |
Profitability (%) | 88.1481 | 86.5672 | 89.7059 | 80.7407 | 80.597 | 80.8824 |
Ratio Avg Win / Avg Loss | 0.2017 | 0.3815 | 0.1229 | 0.4101 | 0.4837 | 0.3581 |
Largest Winning Trade | 19604 | 19604 | 16374 | 124443 | 67962 | 124443 |
Largest Losing Trade | -141850 | -42192 | -141850 | -187886 | -187886 | -186001 |
Avg Bars in Trades | 34 | 39 | 29 | 34 | 39 | 29 |
Avg Bars in Winners | 16 | 17 | 16 | 23 | 25 | 20 |
Avg Bars in Losers | 166 | 181 | 147 | 83 | 100 | 67 |
Bars Traded | 4686 | 2665 | 2021 | 4686 | 2665 | 2021 |
Profit Streak | 25.1469 | 77.6469 | 25.1469 | 25.1469 | 77.6469 | 25.1469 |
Trades During Streak | 8 | 5 | 4 | 8 | 5 | 4 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 518502 | -101174 | -413513 | 519989 | -135853 | -155795 |
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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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