Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 336735.9526 | 231793.1225 | 104942.8301 | 272640.7189 | 143092.4591 | 129548.2598 |
Total P&L (%) | 336.736 | 231.7931 | 104.9428 | 272.6407 | 143.0925 | 129.5483 |
Avg Daily Profit (%) | 0.3233 | 0.2225 | 0.1008 | 0.1264 | 0.0853 | 0.0798 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -84914 | -62908 | -93808 | -266010 | -280777 | -175805 |
Profit Factor | 1.7018 | 2.0045 | 1.4214 | 1.3137 | 1.3133 | 1.314 |
Total Trades | 133 | 66 | 67 | 133 | 66 | 67 |
Winning Trades | 96 | 46 | 50 | 96 | 46 | 50 |
Losing Trades | 37 | 20 | 17 | 37 | 20 | 17 |
Profitability (%) | 72.1805 | 69.697 | 74.6269 | 72.1805 | 69.697 | 74.6269 |
Ratio Avg Win / Avg Loss | 0.6559 | 0.8715 | 0.4833 | 0.5063 | 0.571 | 0.4468 |
Largest Winning Trade | 28897 | 28897 | 20741 | 51808 | 51808 | 45863 |
Largest Losing Trade | -84914 | -41678 | -84914 | -211305 | -211305 | -133334 |
Avg Bars in Trades | 182 | 236 | 129 | 182 | 236 | 129 |
Avg Bars in Winners | 102 | 119 | 86 | 102 | 119 | 86 |
Avg Bars in Losers | 392 | 505 | 258 | 392 | 505 | 258 |
Bars Traded | 24301 | 15598 | 8703 | 24301 | 15598 | 8703 |
Profit Streak | 14.7464 | 14.7464 | 38.3297 | 14.7464 | 14.7464 | 38.3297 |
Trades During Streak | 3 | 1 | 3 | 3 | 1 | 3 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 498248 | -112193 | -171370 | -21096 | -201593 | -199952 |
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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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