Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 281589.2959 | 196200.6856 | 85388.6103 | 349075.8646 | 256794.0341 | 92281.8305 |
Total P&L (%) | 281.5893 | 196.2007 | 85.3886 | 349.0759 | 256.794 | 92.2818 |
Avg Daily Profit (%) | 0.1549 | 0.1079 | 0.047 | 0.0827 | 0.07 | 0.036 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -101100 | -107123 | -61542 | -190701 | -206521 | -183949 |
Profit Factor | 1.3937 | 1.6283 | 1.2119 | 1.2657 | 1.4153 | 1.1327 |
Total Trades | 296 | 148 | 148 | 296 | 148 | 148 |
Winning Trades | 184 | 88 | 96 | 184 | 88 | 96 |
Losing Trades | 112 | 60 | 52 | 112 | 60 | 52 |
Profitability (%) | 62.1622 | 59.4595 | 64.8649 | 62.1622 | 59.4595 | 64.8649 |
Ratio Avg Win / Avg Loss | 0.8483 | 1.1102 | 0.6564 | 0.7704 | 0.965 | 0.6135 |
Largest Winning Trade | 26097 | 26097 | 19254 | 56678 | 56678 | 40013 |
Largest Losing Trade | -45916 | -45916 | -44963 | -174091 | -174091 | -159127 |
Avg Bars in Trades | 11 | 12 | 10 | 11 | 12 | 10 |
Avg Bars in Winners | 6 | 5 | 7 | 6 | 5 | 7 |
Avg Bars in Losers | 19 | 22 | 15 | 19 | 22 | 15 |
Bars Traded | 3272 | 1784 | 1488 | 3272 | 1784 | 1488 |
Profit Streak | 55.1461 | 56.1461 | 55.1461 | 55.1461 | 56.1461 | 55.1461 |
Trades During Streak | 14 | 7 | 7 | 14 | 7 | 7 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 409459 | -44002 | -128664 | -79244 | -97426 | -217442 |
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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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