Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 210764.5513 | 73083.5948 | 137680.9564 | 421166.8889 | 189093.2761 | 232073.6128 |
Total P&L (%) | 210.7646 | 73.0836 | 137.681 | 421.1669 | 189.0933 | 232.0736 |
Avg Daily Profit (%) | 0.1897 | 0.0658 | 0.1239 | 0.1487 | 0.0956 | 0.1081 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -42220 | -22512 | -49711 | -192846 | -113690 | -245330 |
Profit Factor | 1.9174 | 2.0724 | 1.8521 | 1.4509 | 1.7074 | 1.3481 |
Total Trades | 135 | 68 | 67 | 135 | 68 | 67 |
Winning Trades | 92 | 42 | 50 | 92 | 42 | 50 |
Losing Trades | 43 | 26 | 17 | 43 | 26 | 17 |
Profitability (%) | 68.1481 | 61.7647 | 74.6269 | 68.1481 | 61.7647 | 74.6269 |
Ratio Avg Win / Avg Loss | 0.8962 | 1.2829 | 0.6297 | 0.6781 | 1.057 | 0.4583 |
Largest Winning Trade | 34248 | 14365 | 34248 | 113539 | 43818 | 113539 |
Largest Losing Trade | -32219 | -14829 | -32219 | -157619 | -73630 | -157619 |
Avg Bars in Trades | 42 | 6 | 77 | 42 | 6 | 77 |
Avg Bars in Winners | 28 | 3 | 49 | 28 | 3 | 49 |
Avg Bars in Losers | 70 | 12 | 160 | 70 | 12 | 160 |
Bars Traded | 5698 | 475 | 5223 | 5698 | 475 | 5223 |
Profit Streak | 123.9852 | 123.9852 | 130.6519 | 123.9852 | 123.9852 | 130.6519 |
Trades During Streak | 2 | 1 | 2 | 2 | 1 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 434324 | -209106 | -139413 | 303046 | -170068 | -162551 |
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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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