Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 153469.5304 | 16533.3213 | 136936.2091 | 237894.4433 | 22541.9574 | 215352.4859 |
Total P&L (%) | 153.4695 | 16.5333 | 136.9362 | 237.8944 | 22.542 | 215.3525 |
Avg Daily Profit (%) | 0.5893 | 0.0635 | 0.5258 | 0.4686 | 0.0781 | 0.442 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -28631 | -21267 | -13437 | -28891 | -25457 | -15842 |
Profit Factor | 1.8984 | 1.1383 | 3.6708 | 2.0764 | 1.1514 | 3.9881 |
Total Trades | 117 | 58 | 59 | 117 | 58 | 59 |
Winning Trades | 85 | 40 | 45 | 85 | 40 | 45 |
Losing Trades | 32 | 18 | 14 | 32 | 18 | 14 |
Profitability (%) | 72.6496 | 68.9655 | 76.2712 | 72.6496 | 68.9655 | 76.2712 |
Ratio Avg Win / Avg Loss | 0.7147 | 0.5122 | 1.142 | 0.7817 | 0.5181 | 1.2407 |
Largest Winning Trade | 67994 | 7846 | 67994 | 136760 | 12497 | 136760 |
Largest Losing Trade | -28631 | -28631 | -10587 | -28891 | -28891 | -14436 |
Avg Bars in Trades | 207 | 213 | 202 | 207 | 213 | 202 |
Avg Bars in Winners | 130 | 117 | 140 | 130 | 117 | 140 |
Avg Bars in Losers | 414 | 424 | 401 | 414 | 424 | 401 |
Bars Traded | 24325 | 12359 | 11966 | 24325 | 12359 | 11966 |
Profit Streak | 7.6492 | 15.0034 | 7.6492 | 7.6492 | 15.0034 | 7.6492 |
Trades During Streak | 4 | 4 | 2 | 4 | 4 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 558493 | -364872 | -157416 | 533725 | -327033 | -157900 |
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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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