Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 447552.0722 | 290148.7009 | 157403.3712 | 766488.4587 | 555506.8869 | 210981.5717 |
Total P&L (%) | 447.5521 | 290.1487 | 157.4034 | 766.4885 | 555.5069 | 210.9816 |
Avg Daily Profit (%) | 0.3281 | 0.2127 | 0.1154 | 0.1584 | 0.1379 | 0.0832 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -113924 | -99017 | -83916 | -246922 | -285694 | -176249 |
Profit Factor | 1.6282 | 1.8796 | 1.4114 | 1.4766 | 1.7621 | 1.2399 |
Total Trades | 137 | 69 | 68 | 137 | 69 | 68 |
Winning Trades | 57 | 22 | 35 | 57 | 22 | 35 |
Losing Trades | 80 | 47 | 33 | 80 | 47 | 33 |
Profitability (%) | 41.6058 | 31.8841 | 51.4706 | 41.6058 | 31.8841 | 51.4706 |
Ratio Avg Win / Avg Loss | 2.2852 | 4.0154 | 1.3308 | 2.0724 | 3.7644 | 1.1691 |
Largest Winning Trade | 78490 | 78490 | 57846 | 220334 | 220334 | 171499 |
Largest Losing Trade | -38402 | -19742 | -38402 | -121148 | -59358 | -121148 |
Avg Bars in Trades | 29 | 24 | 34 | 29 | 24 | 34 |
Avg Bars in Winners | 48 | 44 | 50 | 48 | 44 | 50 |
Avg Bars in Losers | 15 | 15 | 16 | 15 | 15 | 16 |
Bars Traded | 4023 | 1711 | 2312 | 4023 | 1711 | 2312 |
Profit Streak | 41.0312 | 41.0312 | 41.6978 | 41.0312 | 41.0312 | 41.6978 |
Trades During Streak | 4 | 2 | 2 | 4 | 2 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 384481 | -96440 | -146179 | 318158 | -112864 | -190140 |
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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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