Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 96738.8167 | 237380.4506 | -140641.6339 | 1284010.6894 | 592677.9444 | 691332.7451 |
Total P&L (%) | 96.7388 | 237.3805 | -140.6416 | 1284.0107 | 592.6779 | 691.3327 |
Avg Daily Profit (%) | 0.0773 | 0.1897 | -0.1124 | 0.2102 | 0.1548 | 0.1654 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -393971 | -59126 | -392230 | -627706 | -477363 | -671188 |
Profit Factor | 1.1094 | 2.0352 | 0.7852 | 1.517 | 1.6326 | 1.4469 |
Total Trades | 137 | 68 | 69 | 137 | 68 | 69 |
Winning Trades | 109 | 51 | 58 | 101 | 49 | 52 |
Losing Trades | 28 | 17 | 11 | 36 | 19 | 17 |
Profitability (%) | 79.562 | 75 | 84.058 | 73.7226 | 72.0588 | 75.3623 |
Ratio Avg Win / Avg Loss | 0.285 | 0.6784 | 0.1489 | 0.5407 | 0.6331 | 0.473 |
Largest Winning Trade | 31083 | 22251 | 31083 | 546240 | 109095 | 546240 |
Largest Losing Trade | -341926 | -38278 | -341926 | -438050 | -348074 | -438050 |
Avg Bars in Trades | 17 | 18 | 16 | 17 | 18 | 16 |
Avg Bars in Winners | 10 | 10 | 10 | 12 | 13 | 11 |
Avg Bars in Losers | 45 | 43 | 47 | 31 | 32 | 31 |
Bars Traded | 2405 | 1277 | 1129 | 2405 | 1277 | 1129 |
Profit Streak | 30.9138 | 30.9138 | 51.4138 | 30.9138 | 30.9138 | 51.4138 |
Trades During Streak | 5 | 2 | 4 | 5 | 2 | 4 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -185296 | -96038 | -676418 | 472285 | -97078 | -89579 |
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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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