Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 198922.2328 | 66462.9405 | 132459.2923 | 162219.8936 | 98946.7462 | 63273.1474 |
Total P&L (%) | 198.9222 | 66.4629 | 132.4593 | 162.2199 | 98.9467 | 63.2731 |
Avg Daily Profit (%) | 0.1827 | 0.0611 | 0.1217 | 0.0886 | 0.0632 | 0.0451 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -113087 | -59471 | -91061 | -255926 | -83192 | -226172 |
Profit Factor | 1.5434 | 1.37 | 1.7105 | 1.2853 | 1.4545 | 1.1803 |
Total Trades | 148 | 74 | 74 | 148 | 74 | 74 |
Winning Trades | 120 | 60 | 60 | 120 | 60 | 60 |
Losing Trades | 28 | 14 | 14 | 28 | 14 | 14 |
Profitability (%) | 81.0811 | 81.0811 | 81.0811 | 81.0811 | 81.0811 | 81.0811 |
Ratio Avg Win / Avg Loss | 0.3601 | 0.3197 | 0.3991 | 0.2999 | 0.3394 | 0.2754 |
Largest Winning Trade | 16676 | 14155 | 16676 | 37478 | 23507 | 37478 |
Largest Losing Trade | -62630 | -41967 | -62630 | -191895 | -54540 | -191895 |
Avg Bars in Trades | 26 | 24 | 27 | 26 | 24 | 27 |
Avg Bars in Winners | 15 | 14 | 16 | 15 | 14 | 16 |
Avg Bars in Losers | 72 | 68 | 75 | 72 | 68 | 75 |
Bars Traded | 3901 | 1838 | 2063 | 3901 | 1838 | 2063 |
Profit Streak | 79.5571 | 183.5571 | 79.5571 | 79.5571 | 183.5571 | 79.5571 |
Trades During Streak | 12 | 16 | 6 | 12 | 16 | 6 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 503732 | -171017 | -88488 | -69727 | -167391 | -215471 |
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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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