Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 271733.6521 | 211777.8069 | 59955.8452 | 356748.7894 | 317075.8503 | 39672.9391 |
Total P&L (%) | 271.7337 | 211.7778 | 59.9558 | 356.7488 | 317.0759 | 39.6729 |
Avg Daily Profit (%) | 3.1302 | 2.4396 | 0.6907 | 1.7652 | 1.6587 | 0.3856 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -52289 | -39483 | -26731 | -71672 | -52663 | -37666 |
Profit Factor | 2.3894 | 3.0452 | 1.6515 | 2.4793 | 3.5174 | 1.3444 |
Total Trades | 136 | 68 | 68 | 136 | 68 | 68 |
Winning Trades | 53 | 24 | 29 | 53 | 24 | 29 |
Losing Trades | 83 | 44 | 39 | 83 | 44 | 39 |
Profitability (%) | 38.9706 | 35.2941 | 42.6471 | 38.9706 | 35.2941 | 42.6471 |
Ratio Avg Win / Avg Loss | 3.7418 | 5.5829 | 2.2209 | 3.8827 | 6.4486 | 1.8079 |
Largest Winning Trade | 196038 | 196038 | 74836 | 302462 | 302462 | 66040 |
Largest Losing Trade | -9759 | -7615 | -9759 | -15606 | -8238 | -15606 |
Avg Bars in Trades | 181 | 177 | 185 | 181 | 177 | 185 |
Avg Bars in Winners | 259 | 268 | 252 | 259 | 268 | 252 |
Avg Bars in Losers | 131 | 127 | 135 | 131 | 127 | 135 |
Bars Traded | 24672 | 12047 | 12625 | 24672 | 12047 | 12625 |
Profit Streak | 0.18 | 0.18 | 0.8571 | 0.18 | 0.18 | 0.8571 |
Trades During Streak | 2 | 1 | 1 | 2 | 1 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 362095 | -100894 | -103093 | 325684 | -100681 | -108943 |
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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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