Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 257787.2521 | 24642.3389 | 233144.9131 | 431011.2431 | 7169.0187 | 423842.2244 |
Total P&L (%) | 257.7873 | 24.6423 | 233.1449 | 431.0112 | 7.169 | 423.8422 |
Avg Daily Profit (%) | 0.2474 | 0.0236 | 0.2237 | 0.1604 | 0.0066 | 0.1591 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -68379 | -94426 | -33947 | -228180 | -265195 | -70407 |
Profit Factor | 1.8062 | 1.1116 | 3.3574 | 1.6357 | 1.0149 | 3.1627 |
Total Trades | 147 | 74 | 73 | 147 | 74 | 73 |
Winning Trades | 107 | 49 | 58 | 107 | 49 | 58 |
Losing Trades | 40 | 25 | 15 | 40 | 25 | 15 |
Profitability (%) | 72.7891 | 66.2162 | 79.4521 | 72.7891 | 66.2162 | 79.4521 |
Ratio Avg Win / Avg Loss | 0.6752 | 0.5671 | 0.8683 | 0.6115 | 0.5178 | 0.8179 |
Largest Winning Trade | 27552 | 27552 | 16377 | 45761 | 45761 | 41896 |
Largest Losing Trade | -67693 | -67693 | -23279 | -227714 | -227714 | -52860 |
Avg Bars in Trades | 25 | 27 | 24 | 25 | 27 | 24 |
Avg Bars in Winners | 11 | 9 | 13 | 11 | 9 | 13 |
Avg Bars in Losers | 64 | 63 | 66 | 64 | 63 | 66 |
Bars Traded | 3793 | 2036 | 1757 | 3793 | 2036 | 1757 |
Profit Streak | 13.8078 | 13.8078 | 70.0578 | 13.8078 | 13.8078 | 70.0578 |
Trades During Streak | 6 | 3 | 9 | 6 | 3 | 9 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 501245 | -324835 | -54490 | 462618 | -615862 | -55419 |
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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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