Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 362485.8619 | 207449.6641 | 155036.1978 | 643238.8741 | 302612.2473 | 340626.6268 |
Total P&L (%) | 362.4859 | 207.4497 | 155.0362 | 643.2389 | 302.6122 | 340.6266 |
Avg Daily Profit (%) | 0.2916 | 0.1669 | 0.1247 | 0.1615 | 0.1121 | 0.1194 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -77351 | -53364 | -80994 | -415130 | -432911 | -209818 |
Profit Factor | 1.8454 | 2.0019 | 1.6993 | 1.4842 | 1.4119 | 1.5737 |
Total Trades | 141 | 71 | 70 | 141 | 71 | 70 |
Winning Trades | 104 | 51 | 53 | 104 | 51 | 53 |
Losing Trades | 37 | 20 | 17 | 37 | 20 | 17 |
Profitability (%) | 73.7589 | 71.831 | 75.7143 | 73.7589 | 71.831 | 75.7143 |
Ratio Avg Win / Avg Loss | 0.6566 | 0.7851 | 0.5451 | 0.528 | 0.5537 | 0.5048 |
Largest Winning Trade | 31811 | 31811 | 20443 | 137421 | 137421 | 82830 |
Largest Losing Trade | -77351 | -32596 | -77351 | -276126 | -276126 | -163751 |
Avg Bars in Trades | 24 | 27 | 21 | 24 | 27 | 21 |
Avg Bars in Winners | 14 | 16 | 13 | 14 | 16 | 13 |
Avg Bars in Losers | 50 | 54 | 46 | 50 | 54 | 46 |
Bars Traded | 3421 | 1933 | 1488 | 3421 | 1933 | 1488 |
Profit Streak | 36.87 | 86.87 | 36.87 | 36.87 | 86.87 | 36.87 |
Trades During Streak | 5 | 4 | 2 | 5 | 4 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 518221 | -73801 | -115640 | 450662 | -126384 | -123120 |
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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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