Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 417393.3297 | 210044.0043 | 207349.3254 | 717602.1033 | 386973.2066 | 330628.8968 |
Total P&L (%) | 417.3933 | 210.044 | 207.3493 | 717.6021 | 386.9732 | 330.6289 |
Avg Daily Profit (%) | 0.405 | 0.2038 | 0.2012 | 0.2041 | 0.1537 | 0.1418 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -64263 | -53311 | -49558 | -146235 | -86830 | -118257 |
Profit Factor | 1.7529 | 1.6801 | 1.8445 | 2.0229 | 2.0838 | 1.9598 |
Total Trades | 120 | 60 | 60 | 120 | 60 | 60 |
Winning Trades | 64 | 31 | 33 | 64 | 31 | 33 |
Losing Trades | 56 | 29 | 27 | 56 | 29 | 27 |
Profitability (%) | 53.3333 | 51.6667 | 55 | 53.3333 | 51.6667 | 55 |
Ratio Avg Win / Avg Loss | 1.5338 | 1.5717 | 1.5092 | 1.77 | 1.9494 | 1.6034 |
Largest Winning Trade | 79822 | 79822 | 46914 | 247737 | 247737 | 129696 |
Largest Losing Trade | -41558 | -39271 | -41558 | -115656 | -64728 | -115656 |
Avg Bars in Trades | 31 | 31 | 32 | 31 | 31 | 32 |
Avg Bars in Winners | 35 | 32 | 37 | 35 | 32 | 37 |
Avg Bars in Losers | 28 | 29 | 27 | 28 | 29 | 27 |
Bars Traded | 3831 | 1878 | 1952 | 3831 | 1878 | 1952 |
Profit Streak | 92.1883 | 94.1883 | 92.1883 | 92.1883 | 94.1883 | 92.1883 |
Trades During Streak | 8 | 4 | 4 | 8 | 4 | 4 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 540634 | -156727 | -155998 | 512567 | -156376 | -167164 |
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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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