Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 469580.2747 | 381394.109 | 88186.1657 | 1343920.971 | 1012487.3993 | 331433.5717 |
Total P&L (%) | 469.5803 | 381.3941 | 88.1862 | 1343.921 | 1012.4874 | 331.4336 |
Avg Daily Profit (%) | 0.3327 | 0.2702 | 0.0625 | 0.1894 | 0.1708 | 0.1036 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -116732 | -133847 | -29387 | -555842 | -555842 | -95327 |
Profit Factor | 1.9696 | 1.9282 | 2.2011 | 1.8809 | 1.7837 | 2.4189 |
Total Trades | 141 | 70 | 71 | 141 | 70 | 71 |
Winning Trades | 106 | 52 | 54 | 106 | 52 | 54 |
Losing Trades | 35 | 18 | 17 | 35 | 18 | 17 |
Profitability (%) | 75.1773 | 74.2857 | 76.0563 | 75.1773 | 74.2857 | 76.0563 |
Ratio Avg Win / Avg Loss | 0.6503 | 0.6675 | 0.6929 | 0.6211 | 0.6174 | 0.7615 |
Largest Winning Trade | 72201 | 72201 | 12799 | 394677 | 394677 | 124484 |
Largest Losing Trade | -56267 | -56267 | -12920 | -555842 | -555842 | -48227 |
Avg Bars in Trades | 111 | 220 | 3 | 111 | 220 | 3 |
Avg Bars in Winners | 39 | 78 | 2 | 39 | 78 | 2 |
Avg Bars in Losers | 328 | 631 | 6 | 328 | 631 | 6 |
Bars Traded | 15655 | 15429 | 226 | 15655 | 15429 | 226 |
Profit Streak | 531.4834 | 531.4834 | 592.8168 | 531.4834 | 531.4834 | 592.8168 |
Trades During Streak | 5 | 2 | 7 | 5 | 2 | 7 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 530121 | -80967 | -189708 | 494848 | -81679 | -134413 |
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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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