Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 307521.6878 | 63827.0289 | 243694.6589 | 208525.0061 | 35919.76 | 172605.2462 |
Total P&L (%) | 307.5217 | 63.827 | 243.6947 | 208.525 | 35.9198 | 172.6052 |
Avg Daily Profit (%) | 0.2083 | 0.0432 | 0.165 | 0.0763 | 0.0208 | 0.0679 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -76745 | -68423 | -73878 | -112140 | -88730 | -154829 |
Profit Factor | 1.4601 | 1.1924 | 1.724 | 1.1927 | 1.0719 | 1.2963 |
Total Trades | 136 | 68 | 68 | 136 | 68 | 68 |
Winning Trades | 82 | 35 | 47 | 82 | 35 | 47 |
Losing Trades | 54 | 33 | 21 | 54 | 33 | 21 |
Profitability (%) | 60.2941 | 51.4706 | 69.1176 | 60.2941 | 51.4706 | 69.1176 |
Ratio Avg Win / Avg Loss | 0.9616 | 1.1243 | 0.7703 | 0.7854 | 1.0106 | 0.5792 |
Largest Winning Trade | 52978 | 52978 | 43454 | 49506 | 49506 | 47959 |
Largest Losing Trade | -63506 | -33085 | -63506 | -99145 | -45564 | -99145 |
Avg Bars in Trades | 127 | 111 | 143 | 127 | 111 | 143 |
Avg Bars in Winners | 102 | 83 | 117 | 102 | 83 | 117 |
Avg Bars in Losers | 164 | 141 | 202 | 164 | 141 | 202 |
Bars Traded | 17339 | 7566 | 9773 | 17339 | 7566 | 9773 |
Profit Streak | 8.7882 | 32.8715 | 8.7882 | 8.7882 | 32.8715 | 8.7882 |
Trades During Streak | 2 | 2 | 1 | 2 | 2 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 356434 | -252470 | -98220 | -98451 | -417113 | -209857 |
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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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