Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 337854.1236 | 206317.7918 | 131536.3318 | 875101.4495 | 697081.3032 | 178020.1463 |
Total P&L (%) | 337.8541 | 206.3178 | 131.5363 | 875.1015 | 697.0813 | 178.0201 |
Avg Daily Profit (%) | 0.3243 | 0.1981 | 0.1263 | 0.2189 | 0.1995 | 0.0982 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -56954 | -43855 | -61862 | -645067 | -139259 | -565695 |
Profit Factor | 1.9908 | 2.2404 | 1.7531 | 1.5438 | 2.0917 | 1.1834 |
Total Trades | 106 | 53 | 53 | 106 | 53 | 53 |
Winning Trades | 46 | 20 | 26 | 46 | 20 | 26 |
Losing Trades | 60 | 33 | 27 | 60 | 33 | 27 |
Profitability (%) | 43.3962 | 37.7358 | 49.0566 | 43.3962 | 37.7358 | 49.0566 |
Ratio Avg Win / Avg Loss | 2.5967 | 3.6966 | 1.8205 | 2.0137 | 3.4513 | 1.2289 |
Largest Winning Trade | 86959 | 86959 | 30608 | 242758 | 242758 | 242528 |
Largest Losing Trade | -28881 | -15151 | -28881 | -178059 | -96397 | -178059 |
Avg Bars in Trades | 230 | 216 | 244 | 230 | 216 | 244 |
Avg Bars in Winners | 352 | 360 | 346 | 352 | 360 | 346 |
Avg Bars in Losers | 137 | 129 | 146 | 137 | 129 | 146 |
Bars Traded | 24462 | 11495 | 12967 | 24462 | 11495 | 12967 |
Profit Streak | 37.6683 | 37.6683 | 39.1266 | 37.6683 | 37.6683 | 39.1266 |
Trades During Streak | 2 | 1 | 1 | 2 | 1 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 402087 | -172411 | -200992 | 345131 | -172269 | -260507 |
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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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