Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 280076.8213 | 151434.1619 | 128642.6594 | 346946.9173 | 183947.1695 | 162999.7478 |
Total P&L (%) | 280.0768 | 151.4342 | 128.6427 | 346.9469 | 183.9472 | 162.9997 |
Avg Daily Profit (%) | 0.2241 | 0.1211 | 0.1029 | 0.1199 | 0.0835 | 0.0774 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -81779 | -42613 | -63919 | -126485 | -116695 | -112861 |
Profit Factor | 1.8381 | 1.9108 | 1.7661 | 1.5636 | 1.5592 | 1.5686 |
Total Trades | 117 | 58 | 59 | 117 | 58 | 59 |
Winning Trades | 96 | 46 | 50 | 96 | 46 | 50 |
Losing Trades | 21 | 12 | 9 | 21 | 12 | 9 |
Profitability (%) | 82.0513 | 79.3103 | 84.7458 | 82.0513 | 79.3103 | 84.7458 |
Ratio Avg Win / Avg Loss | 0.4021 | 0.4985 | 0.3179 | 0.342 | 0.4067 | 0.2824 |
Largest Winning Trade | 33600 | 19530 | 33600 | 41943 | 41943 | 33600 |
Largest Losing Trade | -62755 | -42613 | -62755 | -116695 | -116695 | -92030 |
Avg Bars in Trades | 29 | 36 | 23 | 29 | 36 | 23 |
Avg Bars in Winners | 11 | 11 | 11 | 11 | 11 | 11 |
Avg Bars in Losers | 113 | 133 | 87 | 113 | 133 | 87 |
Bars Traded | 3502 | 2124 | 1378 | 3502 | 2124 | 1378 |
Profit Streak | 9.6843 | 10.0177 | 9.6843 | 9.6843 | 10.0177 | 9.6843 |
Trades During Streak | 6 | 3 | 3 | 6 | 3 | 3 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 545683 | -205139 | -225524 | -26353 | -256152 | -260069 |
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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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