Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 315556.7094 | 208611.7827 | 106944.9267 | 174713.0202 | 94424.9728 | 80288.0474 |
Total P&L (%) | 315.5567 | 208.6118 | 106.9449 | 174.713 | 94.425 | 80.288 |
Avg Daily Profit (%) | 0.2332 | 0.1542 | 0.079 | 0.0747 | 0.0491 | 0.0436 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -110934 | -83554 | -64211 | -258973 | -145326 | -149696 |
Profit Factor | 1.4536 | 1.6317 | 1.2927 | 1.1226 | 1.138 | 1.1084 |
Total Trades | 127 | 64 | 63 | 127 | 64 | 63 |
Winning Trades | 55 | 23 | 32 | 55 | 23 | 32 |
Losing Trades | 72 | 41 | 31 | 72 | 41 | 31 |
Profitability (%) | 43.3071 | 35.9375 | 50.7937 | 43.3071 | 35.9375 | 50.7937 |
Ratio Avg Win / Avg Loss | 1.9029 | 2.9086 | 1.2523 | 1.4696 | 2.0286 | 1.0737 |
Largest Winning Trade | 91470 | 91470 | 49566 | 122397 | 109993 | 122397 |
Largest Losing Trade | -32588 | -15974 | -32588 | -90729 | -75323 | -90729 |
Avg Bars in Trades | 125 | 95 | 155 | 125 | 95 | 155 |
Avg Bars in Winners | 186 | 144 | 216 | 186 | 144 | 216 |
Avg Bars in Losers | 78 | 67 | 93 | 78 | 67 | 93 |
Bars Traded | 15910 | 6101 | 9809 | 15910 | 6101 | 9809 |
Profit Streak | 14.9099 | 31.0765 | 0 | 14.9099 | 31.0765 | 0 |
Trades During Streak | 1 | 1 | 0 | 1 | 1 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 300940 | -134067 | -233974 | -180555 | -339265 | -382640 |
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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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