Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 233512.8241 | 142499.0164 | 91013.8077 | 633128.3235 | 481374.6253 | 151753.6982 |
Total P&L (%) | 233.5128 | 142.499 | 91.0138 | 633.1283 | 481.3746 | 151.7537 |
Avg Daily Profit (%) | 0.8967 | 0.5472 | 0.3495 | 0.7679 | 0.6782 | 0.3552 |
Buy And Hold Return (%) | 26.277 | 26.277 | 26.277 | 26.277 | 26.277 | 26.277 |
Max Trade Drawdown | -43249 | -25483 | -36956 | -349903 | -73604 | -314631 |
Profit Factor | 2.2789 | 3.0415 | 1.8069 | 1.7209 | 2.9424 | 1.2407 |
Total Trades | 119 | 59 | 60 | 119 | 59 | 60 |
Winning Trades | 90 | 42 | 48 | 90 | 42 | 48 |
Losing Trades | 29 | 17 | 12 | 29 | 17 | 12 |
Profitability (%) | 75.6303 | 71.1864 | 80 | 75.6303 | 71.1864 | 80 |
Ratio Avg Win / Avg Loss | 0.7343 | 1.2311 | 0.4517 | 0.5545 | 1.191 | 0.3102 |
Largest Winning Trade | 25719 | 25719 | 14048 | 73583 | 44158 | 73583 |
Largest Losing Trade | -36956 | -20018 | -36956 | -312177 | -72880 | -312177 |
Avg Bars in Trades | 207 | 208 | 205 | 207 | 208 | 205 |
Avg Bars in Winners | 144 | 138 | 149 | 144 | 138 | 149 |
Avg Bars in Losers | 400 | 380 | 428 | 400 | 380 | 428 |
Bars Traded | 24637 | 12299 | 12338 | 24637 | 12299 | 12338 |
Profit Streak | 10.2889 | 10.2889 | 24.6014 | 10.2889 | 10.2889 | 24.6014 |
Trades During Streak | 7 | 3 | 7 | 7 | 3 | 7 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 670022 | -159554 | -158212 | 633362 | -157575 | -158876 |
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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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