Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 425049.5814 | 339644.7836 | 85404.7977 | 859184.8743 | 638923.6056 | 220261.2688 |
Total P&L (%) | 425.0496 | 339.6448 | 85.4048 | 859.1849 | 638.9236 | 220.2613 |
Avg Daily Profit (%) | 0.3412 | 0.2727 | 0.0686 | 0.1817 | 0.1607 | 0.0935 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -131143 | -91610 | -84143 | -504742 | -505726 | -271846 |
Profit Factor | 1.6662 | 2.0465 | 1.2725 | 1.3579 | 1.5041 | 1.1944 |
Total Trades | 140 | 70 | 70 | 140 | 70 | 70 |
Winning Trades | 87 | 41 | 46 | 87 | 41 | 46 |
Losing Trades | 53 | 29 | 24 | 53 | 29 | 24 |
Profitability (%) | 62.1429 | 58.5714 | 65.7143 | 62.1429 | 58.5714 | 65.7143 |
Ratio Avg Win / Avg Loss | 1.015 | 1.4475 | 0.6639 | 0.8272 | 1.0639 | 0.6232 |
Largest Winning Trade | 74567 | 74567 | 27813 | 204484 | 204484 | 121721 |
Largest Losing Trade | -50728 | -41276 | -50728 | -356531 | -356531 | -271846 |
Avg Bars in Trades | 102 | 153 | 51 | 102 | 153 | 51 |
Avg Bars in Winners | 79 | 121 | 42 | 79 | 121 | 42 |
Avg Bars in Losers | 139 | 198 | 68 | 139 | 198 | 68 |
Bars Traded | 14339 | 10754 | 3585 | 14339 | 10754 | 3585 |
Profit Streak | 77.7909 | 77.7909 | 79.4576 | 77.7909 | 77.7909 | 79.4576 |
Trades During Streak | 6 | 3 | 3 | 6 | 3 | 3 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 515910 | -80678 | -193910 | 363952 | -82666 | -167292 |
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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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