Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 160965.9558 | 106941.4552 | 54024.5007 | 287126.5478 | 213605.5689 | 73520.9788 |
Total P&L (%) | 160.966 | 106.9415 | 54.0245 | 287.1265 | 213.6056 | 73.521 |
Avg Daily Profit (%) | 0.6181 | 0.4107 | 0.2075 | 0.5211 | 0.4399 | 0.2119 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -30988 | -29156 | -30988 | -126666 | -45507 | -126666 |
Profit Factor | 1.8268 | 2.2069 | 1.5093 | 1.6024 | 2.1433 | 1.2537 |
Total Trades | 125 | 62 | 63 | 125 | 62 | 63 |
Winning Trades | 88 | 43 | 45 | 88 | 43 | 45 |
Losing Trades | 37 | 19 | 18 | 37 | 19 | 18 |
Profitability (%) | 70.4 | 69.3548 | 71.4286 | 70.4 | 69.3548 | 71.4286 |
Ratio Avg Win / Avg Loss | 0.7681 | 0.9751 | 0.6037 | 0.6738 | 0.947 | 0.5015 |
Largest Winning Trade | 12296 | 12130 | 12296 | 28692 | 25403 | 28692 |
Largest Losing Trade | -30988 | -18821 | -30988 | -126666 | -42604 | -126666 |
Avg Bars in Trades | 192 | 193 | 191 | 192 | 193 | 191 |
Avg Bars in Winners | 108 | 100 | 116 | 108 | 100 | 116 |
Avg Bars in Losers | 391 | 403 | 379 | 391 | 403 | 379 |
Bars Traded | 24065 | 11975 | 12090 | 24065 | 11975 | 12090 |
Profit Streak | 6.8265 | 6.8265 | 7.9828 | 6.8265 | 6.8265 | 7.9828 |
Trades During Streak | 3 | 1 | 2 | 3 | 1 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 541277 | -141537 | -137849 | 495848 | -141410 | -138309 |
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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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