Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 407927.0524 | 258989.919 | 148937.1334 | 860796.8017 | 372160.9314 | 488635.8703 |
Total P&L (%) | 407.9271 | 258.9899 | 148.9371 | 860.7968 | 372.1609 | 488.6359 |
Avg Daily Profit (%) | 0.2851 | 0.181 | 0.1041 | 0.1583 | 0.1085 | 0.124 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -76003 | -59522 | -39012 | -555830 | -353242 | -241864 |
Profit Factor | 1.6996 | 1.7002 | 1.6984 | 1.4724 | 1.3075 | 1.7985 |
Total Trades | 139 | 70 | 69 | 139 | 70 | 69 |
Winning Trades | 85 | 41 | 44 | 85 | 41 | 44 |
Losing Trades | 54 | 29 | 25 | 54 | 29 | 25 |
Profitability (%) | 61.1511 | 58.5714 | 63.7681 | 61.1511 | 58.5714 | 63.7681 |
Ratio Avg Win / Avg Loss | 1.0797 | 1.2026 | 0.965 | 0.9354 | 0.9248 | 1.0219 |
Largest Winning Trade | 94268 | 94268 | 30263 | 199064 | 199064 | 166276 |
Largest Losing Trade | -34396 | -34396 | -31422 | -350818 | -350818 | -134362 |
Avg Bars in Trades | 60 | 64 | 55 | 60 | 64 | 55 |
Avg Bars in Winners | 54 | 61 | 47 | 54 | 61 | 47 |
Avg Bars in Losers | 69 | 68 | 71 | 69 | 68 | 71 |
Bars Traded | 8358 | 4499 | 3859 | 8358 | 4499 | 3859 |
Profit Streak | 23.0477 | 23.0477 | 90.5477 | 23.0477 | 23.0477 | 90.5477 |
Trades During Streak | 2 | 1 | 2 | 2 | 1 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 479116 | -82953 | -152513 | 360097 | -142148 | -124153 |
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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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