Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 203237.0607 | 130506.8856 | 72730.1751 | 498871.8808 | 366175.4602 | 132696.4206 |
Total P&L (%) | 203.2371 | 130.5069 | 72.7302 | 498.8719 | 366.1755 | 132.6964 |
Avg Daily Profit (%) | 0.7804 | 0.5011 | 0.2793 | 0.6897 | 0.5929 | 0.3248 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -34144 | -24493 | -30783 | -224777 | -63250 | -205114 |
Profit Factor | 2.1512 | 2.8495 | 1.6863 | 1.8023 | 2.8338 | 1.3143 |
Total Trades | 130 | 65 | 65 | 130 | 65 | 65 |
Winning Trades | 93 | 45 | 48 | 93 | 45 | 48 |
Losing Trades | 37 | 20 | 17 | 37 | 20 | 17 |
Profitability (%) | 71.5385 | 69.2308 | 73.8462 | 71.5385 | 69.2308 | 73.8462 |
Ratio Avg Win / Avg Loss | 0.8559 | 1.2665 | 0.5972 | 0.717 | 1.2595 | 0.4655 |
Largest Winning Trade | 14542 | 14542 | 12757 | 64339 | 36766 | 64339 |
Largest Losing Trade | -30783 | -12530 | -30783 | -205114 | -63250 | -205114 |
Avg Bars in Trades | 187 | 189 | 185 | 187 | 189 | 185 |
Avg Bars in Winners | 124 | 123 | 124 | 124 | 123 | 124 |
Avg Bars in Losers | 346 | 338 | 355 | 346 | 338 | 355 |
Bars Traded | 24368 | 12335 | 12033 | 24368 | 12335 | 12033 |
Profit Streak | 13.1911 | 13.1911 | 24.5036 | 13.1911 | 13.1911 | 24.5036 |
Trades During Streak | 7 | 3 | 6 | 7 | 3 | 6 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 622875 | -114556 | -119683 | 570708 | -113803 | -121206 |
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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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