Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 137654.6484 | 246462.1968 | -108807.5484 | 660235.8831 | 586435.7748 | 73800.1083 |
Total P&L (%) | 137.6546 | 246.4622 | -108.8075 | 660.2359 | 586.4358 | 73.8001 |
Avg Daily Profit (%) | 0.1107 | 0.1982 | -0.0875 | 0.1633 | 0.155 | 0.0445 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -315119 | -52904 | -294432 | -702481 | -428291 | -636174 |
Profit Factor | 1.1889 | 2.3563 | 0.8011 | 1.2952 | 1.7759 | 1.0498 |
Total Trades | 98 | 49 | 49 | 98 | 49 | 49 |
Winning Trades | 69 | 32 | 37 | 71 | 35 | 36 |
Losing Trades | 29 | 17 | 12 | 27 | 14 | 13 |
Profitability (%) | 70.4082 | 65.3061 | 75.5102 | 72.449 | 71.4286 | 73.4694 |
Ratio Avg Win / Avg Loss | 0.4997 | 1.2518 | 0.2598 | 0.4926 | 0.7103 | 0.3791 |
Largest Winning Trade | 42876 | 42876 | 31260 | 303952 | 189146 | 303952 |
Largest Losing Trade | -218477 | -40025 | -218477 | -434741 | -348365 | -434741 |
Avg Bars in Trades | 146 | 154 | 137 | 146 | 154 | 137 |
Avg Bars in Winners | 97 | 103 | 93 | 116 | 127 | 106 |
Avg Bars in Losers | 260 | 251 | 274 | 223 | 223 | 222 |
Bars Traded | 14324 | 7590 | 6735 | 14324 | 7590 | 6735 |
Profit Streak | 41.5938 | 41.5938 | 42.0938 | 41.5938 | 41.5938 | 42.0938 |
Trades During Streak | 6 | 3 | 3 | 6 | 3 | 3 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -54839 | 521540 | -575951 | 400640 | 451504 | -296324 |
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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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