Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 298733.7821 | 180165.8756 | 118567.9065 | 937064.7545 | 698254.3007 | 238810.4538 |
Total P&L (%) | 298.7338 | 180.1659 | 118.5679 | 937.0648 | 698.2543 | 238.8105 |
Avg Daily Profit (%) | 0.5736 | 0.3459 | 0.2277 | 0.4501 | 0.3996 | 0.2346 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -38475 | -26886 | -18781 | -369038 | -219482 | -239213 |
Profit Factor | 2.1268 | 2.2317 | 1.9977 | 1.6143 | 1.811 | 1.3594 |
Total Trades | 139 | 70 | 69 | 139 | 70 | 69 |
Winning Trades | 66 | 33 | 33 | 66 | 33 | 33 |
Losing Trades | 73 | 37 | 36 | 73 | 37 | 36 |
Profitability (%) | 47.482 | 47.1429 | 47.8261 | 47.482 | 47.1429 | 47.8261 |
Ratio Avg Win / Avg Loss | 2.3524 | 2.5023 | 2.1793 | 1.7855 | 2.0306 | 1.483 |
Largest Winning Trade | 55283 | 55283 | 32140 | 233206 | 233206 | 217800 |
Largest Losing Trade | -13145 | -13145 | -12581 | -115706 | -115706 | -84429 |
Avg Bars in Trades | 177 | 168 | 186 | 177 | 168 | 186 |
Avg Bars in Winners | 260 | 245 | 276 | 260 | 245 | 276 |
Avg Bars in Losers | 102 | 100 | 104 | 102 | 100 | 104 |
Bars Traded | 24708 | 11817 | 12891 | 24708 | 11817 | 12891 |
Profit Streak | 0 | 0 | 6.8554 | 0 | 0 | 6.8554 |
Trades During Streak | 0 | 0 | 1 | 0 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 492445 | -83022 | -91033 | 433846 | -82958 | -94323 |
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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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