Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 425970.6948 | 277741.7186 | 148228.9762 | 475075.3705 | 339020.9113 | 136054.4592 |
Total P&L (%) | 425.9707 | 277.7417 | 148.229 | 475.0754 | 339.0209 | 136.0545 |
Avg Daily Profit (%) | 0.409 | 0.2666 | 0.1423 | 0.1681 | 0.1421 | 0.0825 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -87544 | -53686 | -91112 | -174909 | -172412 | -199017 |
Profit Factor | 1.9137 | 2.5805 | 1.5103 | 1.5322 | 2.025 | 1.2422 |
Total Trades | 121 | 60 | 61 | 121 | 60 | 61 |
Winning Trades | 95 | 46 | 49 | 95 | 46 | 49 |
Losing Trades | 26 | 14 | 12 | 26 | 14 | 12 |
Profitability (%) | 78.5124 | 76.6667 | 80.3279 | 78.5124 | 76.6667 | 80.3279 |
Ratio Avg Win / Avg Loss | 0.5238 | 0.7854 | 0.3699 | 0.4194 | 0.6163 | 0.3042 |
Largest Winning Trade | 22312 | 22312 | 18752 | 77477 | 58204 | 77477 |
Largest Losing Trade | -87544 | -36925 | -87544 | -149503 | -131244 | -149503 |
Avg Bars in Trades | 200 | 217 | 185 | 200 | 217 | 185 |
Avg Bars in Winners | 122 | 130 | 115 | 122 | 130 | 115 |
Avg Bars in Losers | 486 | 501 | 470 | 486 | 501 | 470 |
Bars Traded | 24313 | 13020 | 11293 | 24313 | 13020 | 11293 |
Profit Streak | 15.2035 | 15.2035 | 36.2869 | 15.2035 | 15.2035 | 36.2869 |
Trades During Streak | 3 | 1 | 3 | 3 | 1 | 3 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 577650 | -154805 | -159684 | 466833 | -167371 | -241076 |
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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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