Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 267617.0797 | 217970.6337 | 49646.4459 | 19258.4971 | 6730.2464 | 12528.2506 |
Total P&L (%) | 267.6171 | 217.9706 | 49.6464 | 19.2585 | 6.7302 | 12.5283 |
Avg Daily Profit (%) | 0.1954 | 0.1592 | 0.0363 | 0.0129 | 0.0048 | 0.0086 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -108980 | -67452 | -83193 | -171216 | -108875 | -98508 |
Profit Factor | 1.4228 | 1.7238 | 1.1496 | 1.027 | 1.0198 | 1.0336 |
Total Trades | 124 | 62 | 62 | 124 | 62 | 62 |
Winning Trades | 57 | 24 | 33 | 57 | 24 | 33 |
Losing Trades | 67 | 38 | 29 | 67 | 38 | 29 |
Profitability (%) | 45.9677 | 38.7097 | 53.2258 | 45.9677 | 38.7097 | 53.2258 |
Ratio Avg Win / Avg Loss | 1.6724 | 2.7293 | 1.0103 | 1.2072 | 1.6147 | 0.9083 |
Largest Winning Trade | 205611 | 205611 | 53382 | 92711 | 51709 | 92711 |
Largest Losing Trade | -49712 | -24487 | -49712 | -55733 | -33503 | -55733 |
Avg Bars in Trades | 61 | 47 | 75 | 61 | 47 | 75 |
Avg Bars in Winners | 83 | 61 | 100 | 83 | 61 | 100 |
Avg Bars in Losers | 43 | 39 | 48 | 43 | 39 | 48 |
Bars Traded | 7672 | 2972 | 4700 | 7672 | 2972 | 4700 |
Profit Streak | 28.0362 | 49.0362 | 28.0362 | 28.0362 | 49.0362 | 28.0362 |
Trades During Streak | 2 | 2 | 1 | 2 | 2 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 334736 | -147319 | -355005 | -374068 | -707708 | -606918 |
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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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