Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 457357.1723 | 282910.7671 | 174446.4052 | 812438.3659 | 523914.4749 | 288523.891 |
Total P&L (%) | 457.3572 | 282.9108 | 174.4464 | 812.4384 | 523.9145 | 288.5239 |
Avg Daily Profit (%) | 0.3378 | 0.2089 | 0.1288 | 0.1634 | 0.1353 | 0.1003 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -89954 | -83454 | -45544 | -430636 | -433271 | -184557 |
Profit Factor | 1.6581 | 1.7337 | 1.5638 | 1.378 | 1.4368 | 1.3037 |
Total Trades | 153 | 77 | 76 | 153 | 77 | 76 |
Winning Trades | 63 | 25 | 38 | 63 | 25 | 38 |
Losing Trades | 90 | 52 | 38 | 90 | 52 | 38 |
Profitability (%) | 41.1765 | 32.4675 | 50 | 41.1765 | 32.4675 | 50 |
Ratio Avg Win / Avg Loss | 2.3687 | 3.6061 | 1.5638 | 1.9685 | 2.9885 | 1.3037 |
Largest Winning Trade | 143308 | 143308 | 42037 | 249641 | 249641 | 118899 |
Largest Losing Trade | -26070 | -12607 | -26070 | -91433 | -83862 | -91433 |
Avg Bars in Trades | 17 | 17 | 17 | 17 | 17 | 17 |
Avg Bars in Winners | 30 | 35 | 27 | 30 | 35 | 27 |
Avg Bars in Losers | 8 | 8 | 7 | 8 | 8 | 7 |
Bars Traded | 2668 | 1324 | 1345 | 2668 | 1324 | 1345 |
Profit Streak | 33.0466 | 33.0466 | 35.5466 | 33.0466 | 33.0466 | 35.5466 |
Trades During Streak | 2 | 1 | 1 | 2 | 1 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 380976 | -36973 | -66852 | 289447 | -57904 | -107623 |
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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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