Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 345161.5675 | 184760.4827 | 160401.0848 | 676294.7801 | 73203.2583 | 603091.5218 |
Total P&L (%) | 345.1616 | 184.7605 | 160.4011 | 676.2948 | 73.2033 | 603.0915 |
Avg Daily Profit (%) | 0.1566 | 0.0838 | 0.0728 | 0.093 | 0.0249 | 0.0885 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -53852 | -42342 | -68449 | -493128 | -415145 | -422116 |
Profit Factor | 1.9761 | 2.4539 | 1.7081 | 1.3281 | 1.0745 | 1.5589 |
Total Trades | 145 | 73 | 72 | 145 | 73 | 72 |
Winning Trades | 121 | 57 | 64 | 121 | 57 | 64 |
Losing Trades | 24 | 16 | 8 | 24 | 16 | 8 |
Profitability (%) | 83.4483 | 78.0822 | 88.8889 | 83.4483 | 78.0822 | 88.8889 |
Ratio Avg Win / Avg Loss | 0.392 | 0.6888 | 0.2135 | 0.2634 | 0.3016 | 0.1949 |
Largest Winning Trade | 42040 | 42040 | 34381 | 71813 | 71813 | 70906 |
Largest Losing Trade | -53852 | -42342 | -53852 | -384633 | -277631 | -384633 |
Avg Bars in Trades | 26 | 18 | 35 | 26 | 18 | 35 |
Avg Bars in Winners | 11 | 6 | 16 | 11 | 6 | 16 |
Avg Bars in Losers | 102 | 61 | 183 | 102 | 61 | 183 |
Bars Traded | 3890 | 1350 | 2540 | 3890 | 1350 | 2540 |
Profit Streak | 94.2256 | 94.2256 | 244.7256 | 94.2256 | 94.2256 | 244.7256 |
Trades During Streak | 2 | 1 | 7 | 2 | 1 | 7 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 516574 | -146312 | -168269 | -63614 | -366958 | -147305 |
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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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