Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 315505.2054 | 232059.6518 | 83445.5536 | 396037.5838 | 242817.1704 | 153220.4134 |
Total P&L (%) | 315.5052 | 232.0597 | 83.4456 | 396.0376 | 242.8172 | 153.2204 |
Avg Daily Profit (%) | 0.3029 | 0.2228 | 0.0801 | 0.1539 | 0.1183 | 0.0892 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -90996 | -54765 | -67668 | -214976 | -229617 | -184330 |
Profit Factor | 1.7388 | 2.0227 | 1.4169 | 1.3067 | 1.3705 | 1.2409 |
Total Trades | 114 | 57 | 57 | 114 | 57 | 57 |
Winning Trades | 44 | 20 | 24 | 44 | 20 | 24 |
Losing Trades | 70 | 37 | 33 | 70 | 37 | 33 |
Profitability (%) | 38.5965 | 35.0877 | 42.1053 | 38.5965 | 35.0877 | 42.1053 |
Ratio Avg Win / Avg Loss | 2.7662 | 3.742 | 1.9482 | 2.0788 | 2.5354 | 1.7063 |
Largest Winning Trade | 145188 | 145188 | 29069 | 258852 | 258852 | 118814 |
Largest Losing Trade | -22128 | -22128 | -21858 | -107979 | -45897 | -107979 |
Avg Bars in Trades | 212 | 233 | 192 | 212 | 233 | 192 |
Avg Bars in Winners | 347 | 374 | 324 | 347 | 374 | 324 |
Avg Bars in Losers | 128 | 157 | 96 | 128 | 157 | 96 |
Bars Traded | 24280 | 13303 | 10977 | 24280 | 13303 | 10977 |
Profit Streak | 36.1618 | 37.2034 | 36.1618 | 36.1618 | 37.2034 | 36.1618 |
Trades During Streak | 2 | 1 | 1 | 2 | 1 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 311586 | -173928 | -266669 | 191563 | -218976 | -255578 |
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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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