Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 354338.8925 | 235711.7928 | 118627.0997 | 226435.7187 | 195235.2693 | 31200.4494 |
Total P&L (%) | 354.3389 | 235.7118 | 118.6271 | 226.4357 | 195.2353 | 31.2004 |
Avg Daily Profit (%) | 0.3402 | 0.2263 | 0.1139 | 0.1136 | 0.104 | 0.0261 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -88935 | -55855 | -88935 | -132522 | -106263 | -138898 |
Profit Factor | 1.8675 | 2.5347 | 1.4654 | 1.3865 | 1.9579 | 1.0817 |
Total Trades | 103 | 51 | 52 | 103 | 51 | 52 |
Winning Trades | 84 | 41 | 43 | 84 | 41 | 43 |
Losing Trades | 19 | 10 | 9 | 19 | 10 | 9 |
Profitability (%) | 81.5534 | 80.3922 | 82.6923 | 81.5534 | 80.3922 | 82.6923 |
Ratio Avg Win / Avg Loss | 0.4224 | 0.6182 | 0.3067 | 0.3136 | 0.4775 | 0.2264 |
Largest Winning Trade | 24634 | 24634 | 17678 | 42442 | 30297 | 42442 |
Largest Losing Trade | -88935 | -37369 | -88935 | -132522 | -83940 | -132522 |
Avg Bars in Trades | 236 | 254 | 217 | 236 | 254 | 217 |
Avg Bars in Winners | 151 | 158 | 145 | 151 | 158 | 145 |
Avg Bars in Losers | 608 | 647 | 565 | 608 | 647 | 565 |
Bars Traded | 24311 | 12979 | 11332 | 24311 | 12979 | 11332 |
Profit Streak | 18.8168 | 18.8168 | 39.5251 | 18.8168 | 18.8168 | 39.5251 |
Trades During Streak | 3 | 1 | 3 | 3 | 1 | 3 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 563414 | -165667 | -216011 | -36278 | -228787 | -467884 |
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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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