Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 348341.4205 | 216842.0728 | 131499.3477 | 524532.5153 | 411418.7969 | 113113.7184 |
Total P&L (%) | 348.3414 | 216.8421 | 131.4993 | 524.5325 | 411.4188 | 113.1137 |
Avg Daily Profit (%) | 0.2553 | 0.1589 | 0.0964 | 0.1343 | 0.1197 | 0.0555 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -92666 | -78578 | -131339 | -289475 | -263138 | -309480 |
Profit Factor | 1.4951 | 1.6064 | 1.3801 | 1.3522 | 1.5569 | 1.1508 |
Total Trades | 147 | 74 | 73 | 147 | 74 | 73 |
Winning Trades | 63 | 29 | 34 | 63 | 29 | 34 |
Losing Trades | 84 | 45 | 39 | 84 | 45 | 39 |
Profitability (%) | 42.8571 | 39.1892 | 46.5753 | 42.8571 | 39.1892 | 46.5753 |
Ratio Avg Win / Avg Loss | 1.9935 | 2.4927 | 1.583 | 1.803 | 2.4158 | 1.32 |
Largest Winning Trade | 71211 | 71211 | 37284 | 166150 | 166150 | 113201 |
Largest Losing Trade | -21425 | -15846 | -21425 | -63990 | -61505 | -63990 |
Avg Bars in Trades | 17 | 17 | 16 | 17 | 17 | 16 |
Avg Bars in Winners | 26 | 26 | 25 | 26 | 26 | 25 |
Avg Bars in Losers | 10 | 12 | 7 | 10 | 12 | 7 |
Bars Traded | 2504 | 1320 | 1184 | 2504 | 1320 | 1184 |
Profit Streak | 41.1164 | 41.1164 | 43.1164 | 41.1164 | 41.1164 | 43.1164 |
Trades During Streak | 2 | 1 | 1 | 2 | 1 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 336863 | -57524 | -135085 | -12879 | -98307 | -246001 |
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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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