Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 246665.7164 | 146939.0739 | 99726.6425 | 641301.6517 | 418223.5092 | 223078.1425 |
Total P&L (%) | 246.6657 | 146.9391 | 99.7266 | 641.3017 | 418.2235 | 223.0781 |
Avg Daily Profit (%) | 0.9262 | 0.5518 | 0.3745 | 0.7551 | 0.6197 | 0.4413 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -37420 | -31456 | -29602 | -216138 | -220827 | -169021 |
Profit Factor | 1.9722 | 2.2083 | 1.7549 | 1.7091 | 2.0071 | 1.4561 |
Total Trades | 123 | 62 | 61 | 123 | 62 | 61 |
Winning Trades | 65 | 35 | 30 | 65 | 35 | 30 |
Losing Trades | 58 | 27 | 31 | 58 | 27 | 31 |
Profitability (%) | 52.8455 | 56.4516 | 49.1803 | 52.8455 | 56.4516 | 49.1803 |
Ratio Avg Win / Avg Loss | 1.7598 | 1.7036 | 1.8134 | 1.525 | 1.5484 | 1.5046 |
Largest Winning Trade | 35776 | 35776 | 22812 | 159159 | 159159 | 126525 |
Largest Losing Trade | -17870 | -17870 | -16621 | -106542 | -106542 | -103846 |
Avg Bars in Trades | 101 | 97 | 106 | 101 | 97 | 106 |
Avg Bars in Winners | 114 | 107 | 122 | 114 | 107 | 122 |
Avg Bars in Losers | 87 | 85 | 89 | 87 | 85 | 89 |
Bars Traded | 12536 | 6066 | 6470 | 12536 | 6066 | 6470 |
Profit Streak | 285.536 | 286.661 | 285.536 | 285.536 | 286.661 | 285.536 |
Trades During Streak | 3 | 2 | 1 | 3 | 2 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 621807 | -138922 | -150348 | 600755 | -138730 | -150954 |
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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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