Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 273101.8521 | 95444.6527 | 177657.1994 | 231673.0344 | 58297.0679 | 173375.9665 |
Total P&L (%) | 273.1019 | 95.4447 | 177.6572 | 231.673 | 58.2971 | 173.376 |
Avg Daily Profit (%) | 0.1697 | 0.0593 | 0.1104 | 0.0745 | 0.0285 | 0.0625 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -102300 | -82804 | -44561 | -608769 | -419494 | -326089 |
Profit Factor | 1.4618 | 1.3169 | 1.6122 | 1.1159 | 1.0557 | 1.182 |
Total Trades | 147 | 74 | 73 | 147 | 74 | 73 |
Winning Trades | 70 | 32 | 38 | 70 | 32 | 38 |
Losing Trades | 77 | 42 | 35 | 77 | 42 | 35 |
Profitability (%) | 47.619 | 43.2432 | 52.0548 | 47.619 | 43.2432 | 52.0548 |
Ratio Avg Win / Avg Loss | 1.608 | 1.7285 | 1.4849 | 1.2275 | 1.3856 | 1.0887 |
Largest Winning Trade | 119299 | 119299 | 58345 | 189880 | 189880 | 180298 |
Largest Losing Trade | -36027 | -27471 | -36027 | -183935 | -183935 | -115263 |
Avg Bars in Trades | 31 | 23 | 38 | 31 | 23 | 38 |
Avg Bars in Winners | 42 | 28 | 54 | 42 | 28 | 54 |
Avg Bars in Losers | 20 | 19 | 21 | 20 | 19 | 21 |
Bars Traded | 4559 | 1732 | 2827 | 4559 | 1732 | 2827 |
Profit Streak | 25.4712 | 25.4712 | 27.1379 | 25.4712 | 25.4712 | 27.1379 |
Trades During Streak | 2 | 1 | 1 | 2 | 1 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 361118 | -178697 | -114826 | -185977 | -381028 | -200918 |
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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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