Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 468732.7684 | 324814.0597 | 143918.7086 | 546778.3262 | 419768.2467 | 127010.0795 |
Total P&L (%) | 468.7328 | 324.8141 | 143.9187 | 546.7783 | 419.7682 | 127.0101 |
Avg Daily Profit (%) | 0.454 | 0.3146 | 0.1394 | 0.181 | 0.1598 | 0.0794 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -195574 | -120476 | -112180 | -241383 | -101320 | -115738 |
Profit Factor | 1.9243 | 2.0699 | 1.707 | 1.921 | 2.3759 | 1.4401 |
Total Trades | 84 | 42 | 42 | 84 | 42 | 42 |
Winning Trades | 40 | 16 | 24 | 40 | 16 | 24 |
Losing Trades | 44 | 26 | 18 | 44 | 26 | 18 |
Profitability (%) | 47.619 | 38.0952 | 57.1429 | 47.619 | 38.0952 | 57.1429 |
Ratio Avg Win / Avg Loss | 2.1167 | 3.3637 | 1.2803 | 2.1131 | 3.8608 | 1.0801 |
Largest Winning Trade | 172218 | 172218 | 35319 | 177454 | 177454 | 84695 |
Largest Losing Trade | -53238 | -27631 | -53238 | -137906 | -60917 | -137906 |
Avg Bars in Trades | 142 | 154 | 131 | 142 | 154 | 131 |
Avg Bars in Winners | 168 | 196 | 150 | 168 | 196 | 150 |
Avg Bars in Losers | 119 | 128 | 106 | 119 | 128 | 106 |
Bars Traded | 12001 | 6478 | 5523 | 12001 | 6478 | 5523 |
Profit Streak | 131.8637 | 131.8637 | 136.1137 | 131.8637 | 131.8637 | 136.1137 |
Trades During Streak | 9 | 4 | 5 | 9 | 4 | 5 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 514574 | 336008 | -2432 | 445338 | 309620 | -83561 |
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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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