Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 470367.0972 | 361256.1877 | 109110.9095 | 240317.7361 | 197156.4875 | 43161.2486 |
Total P&L (%) | 470.3671 | 361.2562 | 109.1109 | 240.3177 | 197.1565 | 43.1612 |
Avg Daily Profit (%) | 0.3771 | 0.2897 | 0.0875 | 0.0982 | 0.0874 | 0.0288 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -85289 | -68905 | -114568 | -290640 | -297596 | -218913 |
Profit Factor | 1.7117 | 2.164 | 1.3113 | 1.2348 | 1.4009 | 1.0811 |
Total Trades | 148 | 74 | 74 | 148 | 74 | 74 |
Winning Trades | 108 | 51 | 57 | 108 | 51 | 57 |
Losing Trades | 40 | 23 | 17 | 40 | 23 | 17 |
Profitability (%) | 72.973 | 68.9189 | 77.027 | 72.973 | 68.9189 | 77.027 |
Ratio Avg Win / Avg Loss | 0.634 | 0.9759 | 0.3911 | 0.4573 | 0.6318 | 0.3224 |
Largest Winning Trade | 39627 | 39627 | 21869 | 85702 | 85702 | 81710 |
Largest Losing Trade | -85289 | -39264 | -85289 | -202676 | -202676 | -133489 |
Avg Bars in Trades | 96 | 133 | 60 | 96 | 133 | 60 |
Avg Bars in Winners | 59 | 80 | 40 | 59 | 80 | 40 |
Avg Bars in Losers | 197 | 249 | 126 | 197 | 249 | 126 |
Bars Traded | 14333 | 9848 | 4485 | 14333 | 9848 | 4485 |
Profit Streak | 51.2376 | 99.6543 | 51.2376 | 51.2376 | 99.6543 | 51.2376 |
Trades During Streak | 5 | 6 | 2 | 5 | 6 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 522586 | -50525 | -137358 | -58876 | -137540 | -349008 |
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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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