Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 136330.2968 | 56563.1666 | 79767.1303 | 181456.3721 | 86441.0523 | 95015.3198 |
Total P&L (%) | 136.3303 | 56.5632 | 79.7671 | 181.4564 | 86.4411 | 95.0153 |
Avg Daily Profit (%) | 0.5235 | 0.2172 | 0.3063 | 0.3982 | 0.2395 | 0.2568 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -67797 | -27986 | -51986 | -92849 | -43587 | -70094 |
Profit Factor | 1.5566 | 1.5077 | 1.5973 | 1.4619 | 1.5056 | 1.4283 |
Total Trades | 130 | 65 | 65 | 130 | 65 | 65 |
Winning Trades | 74 | 33 | 41 | 74 | 33 | 41 |
Losing Trades | 56 | 32 | 24 | 56 | 32 | 24 |
Profitability (%) | 56.9231 | 50.7692 | 63.0769 | 56.9231 | 50.7692 | 63.0769 |
Ratio Avg Win / Avg Loss | 1.1779 | 1.462 | 0.935 | 1.1063 | 1.46 | 0.8361 |
Largest Winning Trade | 21785 | 12546 | 21785 | 28146 | 19540 | 28146 |
Largest Losing Trade | -27985 | -17449 | -27985 | -61758 | -39166 | -61758 |
Avg Bars in Trades | 189 | 177 | 202 | 189 | 177 | 202 |
Avg Bars in Winners | 165 | 152 | 175 | 165 | 152 | 175 |
Avg Bars in Losers | 221 | 203 | 246 | 221 | 203 | 246 |
Bars Traded | 24673 | 11543 | 13130 | 24673 | 11543 | 13130 |
Profit Streak | 3.9238 | 9.9342 | 3.9238 | 3.9238 | 9.9342 | 3.9238 |
Trades During Streak | 2 | 1 | 1 | 2 | 1 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 433930 | -124086 | -122907 | 374544 | -123013 | -124363 |
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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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