Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 429628.3009 | 312376.0631 | 117252.2378 | 159851.8043 | 17771.7259 | 142080.0783 |
Total P&L (%) | 429.6283 | 312.3761 | 117.2522 | 159.8518 | 17.7717 | 142.0801 |
Avg Daily Profit (%) | 0.2697 | 0.1961 | 0.0736 | 0.06 | 0.0103 | 0.0555 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -159527 | -154880 | -90893 | -827295 | -811820 | -617331 |
Profit Factor | 1.5435 | 1.6921 | 1.3457 | 1.0408 | 1.008 | 1.0838 |
Total Trades | 140 | 70 | 70 | 140 | 70 | 70 |
Winning Trades | 78 | 37 | 41 | 78 | 37 | 41 |
Losing Trades | 62 | 33 | 29 | 62 | 33 | 29 |
Profitability (%) | 55.7143 | 52.8571 | 58.5714 | 55.7143 | 52.8571 | 58.5714 |
Ratio Avg Win / Avg Loss | 1.2269 | 1.5092 | 0.9518 | 0.8273 | 0.899 | 0.7666 |
Largest Winning Trade | 160600 | 160600 | 47006 | 349933 | 349933 | 193985 |
Largest Losing Trade | -53295 | -53295 | -50443 | -233710 | -233710 | -231523 |
Avg Bars in Trades | 134 | 149 | 119 | 134 | 149 | 119 |
Avg Bars in Winners | 107 | 132 | 85 | 107 | 132 | 85 |
Avg Bars in Losers | 167 | 168 | 166 | 167 | 168 | 166 |
Bars Traded | 18796 | 10460 | 8336 | 18796 | 10460 | 8336 |
Profit Streak | 88.7107 | 88.7107 | 114.6274 | 88.7107 | 88.7107 | 114.6274 |
Trades During Streak | 7 | 3 | 4 | 7 | 3 | 4 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 447648 | -81654 | -187646 | -287557 | -493345 | -340501 |
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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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