Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 505003.7015 | 372896.5803 | 132107.1212 | 3879069.1732 | 1695257.2594 | 2183811.9137 |
Total P&L (%) | 505.0037 | 372.8966 | 132.1071 | 3879.0692 | 1695.2573 | 2183.8119 |
Avg Daily Profit (%) | 0.2335 | 0.1724 | 0.0611 | 0.1704 | 0.1336 | 0.1447 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -208230 | -49780 | -248214 | -522757 | -404974 | -282535 |
Profit Factor | 1.8959 | 3.3949 | 1.3238 | 3.8128 | 3.3277 | 4.3556 |
Total Trades | 84 | 42 | 42 | 84 | 42 | 42 |
Winning Trades | 60 | 28 | 32 | 58 | 27 | 31 |
Losing Trades | 24 | 14 | 10 | 26 | 15 | 11 |
Profitability (%) | 71.4286 | 66.6667 | 76.1905 | 69.0476 | 64.2857 | 73.8095 |
Ratio Avg Win / Avg Loss | 0.7584 | 1.6974 | 0.4137 | 1.7092 | 1.8487 | 1.5455 |
Largest Winning Trade | 70272 | 62984 | 70272 | 550466 | 550466 | 536649 |
Largest Losing Trade | -156248 | -41329 | -156248 | -232561 | -232561 | -210856 |
Avg Bars in Trades | 73 | 80 | 66 | 73 | 80 | 66 |
Avg Bars in Winners | 57 | 67 | 48 | 60 | 68 | 52 |
Avg Bars in Losers | 114 | 106 | 124 | 104 | 102 | 105 |
Bars Traded | 6198 | 3400 | 2798 | 6198 | 3400 | 2798 |
Profit Streak | 242.9854 | 334.3187 | 242.9854 | 242.9854 | 334.3187 | 242.9854 |
Trades During Streak | 10 | 7 | 5 | 10 | 7 | 5 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 501931 | 630227 | -107970 | 691127 | -4580 | 448136 |
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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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