Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 225474.2305 | 22458.7133 | 203015.5173 | 91962.9093 | 49910.7294 | 42052.1799 |
Total P&L (%) | 225.4742 | 22.4587 | 203.0155 | 91.9629 | 49.9107 | 42.0522 |
Avg Daily Profit (%) | 0.1752 | 0.0174 | 0.1577 | 0.0507 | 0.0315 | 0.0273 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -114085 | -31701 | -103287 | -764770 | -108096 | -728291 |
Profit Factor | 1.5356 | 1.1256 | 1.8383 | 1.057 | 1.1 | 1.0378 |
Total Trades | 130 | 65 | 65 | 130 | 65 | 65 |
Winning Trades | 71 | 35 | 36 | 71 | 35 | 36 |
Losing Trades | 59 | 30 | 29 | 59 | 30 | 29 |
Profitability (%) | 54.6154 | 53.8462 | 55.3846 | 54.6154 | 53.8462 | 55.3846 |
Ratio Avg Win / Avg Loss | 1.2761 | 0.9648 | 1.4809 | 0.8784 | 0.9428 | 0.836 |
Largest Winning Trade | 39755 | 22088 | 39755 | 179368 | 85985 | 179368 |
Largest Losing Trade | -79558 | -30481 | -79558 | -575362 | -56938 | -575362 |
Avg Bars in Trades | 116 | 35 | 196 | 116 | 35 | 196 |
Avg Bars in Winners | 122 | 29 | 213 | 122 | 29 | 213 |
Avg Bars in Losers | 109 | 44 | 176 | 109 | 44 | 176 |
Bars Traded | 15132 | 2336 | 12796 | 15132 | 2336 | 12796 |
Profit Streak | 75.4027 | 75.4027 | 137.9027 | 75.4027 | 75.4027 | 137.9027 |
Trades During Streak | 4 | 2 | 3 | 4 | 2 | 3 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 406680 | -389020 | -119994 | -282355 | -394659 | -468772 |
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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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