Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 541188.6334 | 439890.1804 | 101298.453 | 1025320.9236 | 365533.4771 | 659787.4464 |
Total P&L (%) | 541.1886 | 439.8902 | 101.2985 | 1025.3209 | 365.5335 | 659.7874 |
Avg Daily Profit (%) | 0.2297 | 0.1867 | 0.043 | 0.1028 | 0.0653 | 0.0861 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -98891 | -57956 | -135568 | -677768 | -617693 | -327761 |
Profit Factor | 1.8229 | 2.3833 | 1.2983 | 1.3711 | 1.2308 | 1.5598 |
Total Trades | 118 | 59 | 59 | 118 | 59 | 59 |
Winning Trades | 47 | 23 | 24 | 47 | 23 | 24 |
Losing Trades | 71 | 36 | 35 | 71 | 36 | 35 |
Profitability (%) | 39.8305 | 38.9831 | 40.678 | 39.8305 | 38.9831 | 40.678 |
Ratio Avg Win / Avg Loss | 2.7538 | 3.7303 | 1.8933 | 2.0713 | 1.9264 | 2.2747 |
Largest Winning Trade | 195647 | 195647 | 70385 | 592216 | 592216 | 277855 |
Largest Losing Trade | -35956 | -28574 | -35956 | -267686 | -267686 | -253334 |
Avg Bars in Trades | 118 | 111 | 125 | 118 | 111 | 125 |
Avg Bars in Winners | 189 | 185 | 193 | 189 | 185 | 193 |
Avg Bars in Losers | 71 | 64 | 79 | 71 | 64 | 79 |
Bars Traded | 14002 | 6579 | 7423 | 14002 | 6579 | 7423 |
Profit Streak | 18.742 | 0 | 28.9087 | 18.742 | 0 | 28.9087 |
Trades During Streak | 1 | 0 | 1 | 1 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 312109 | -169195 | -314333 | -56768 | -286200 | -254828 |
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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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