Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 429266.6125 | 275009.5933 | 154257.0192 | 888634.1757 | 577760.8896 | 310873.2861 |
Total P&L (%) | 429.2666 | 275.0096 | 154.257 | 888.6342 | 577.7609 | 310.8733 |
Avg Daily Profit (%) | 0.3158 | 0.2023 | 0.1135 | 0.1687 | 0.1409 | 0.104 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -86619 | -81246 | -106176 | -687386 | -615045 | -356096 |
Profit Factor | 1.639 | 1.7847 | 1.48 | 1.3709 | 1.4442 | 1.2838 |
Total Trades | 139 | 70 | 69 | 139 | 70 | 69 |
Winning Trades | 59 | 26 | 33 | 59 | 26 | 33 |
Losing Trades | 80 | 44 | 36 | 80 | 44 | 36 |
Profitability (%) | 42.446 | 37.1429 | 47.8261 | 42.446 | 37.1429 | 47.8261 |
Ratio Avg Win / Avg Loss | 2.2223 | 3.0203 | 1.6145 | 1.8588 | 2.4441 | 1.4005 |
Largest Winning Trade | 111403 | 111403 | 35670 | 339052 | 339052 | 253507 |
Largest Losing Trade | -22200 | -22200 | -21256 | -161185 | -161185 | -89597 |
Avg Bars in Trades | 18 | 18 | 17 | 18 | 18 | 17 |
Avg Bars in Winners | 28 | 30 | 26 | 28 | 30 | 26 |
Avg Bars in Losers | 10 | 11 | 8 | 10 | 11 | 8 |
Bars Traded | 2504 | 1323 | 1181 | 2504 | 1323 | 1181 |
Profit Streak | 36.0482 | 36.0482 | 38.0482 | 36.0482 | 36.0482 | 38.0482 |
Trades During Streak | 2 | 1 | 1 | 2 | 1 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 374859 | -87611 | -141203 | 291485 | -101138 | -156138 |
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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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