Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 196087.5863 | 143580.1498 | 52507.4366 | 99643.4123 | 76099.7717 | 23543.6406 |
Total P&L (%) | 196.0876 | 143.5802 | 52.5074 | 99.6434 | 76.0998 | 23.5436 |
Avg Daily Profit (%) | 0.1584 | 0.116 | 0.0424 | 0.0559 | 0.0457 | 0.0171 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -63518 | -60204 | -60161 | -138774 | -134844 | -72455 |
Profit Factor | 1.3282 | 1.5343 | 1.1597 | 1.1225 | 1.1987 | 1.0547 |
Total Trades | 127 | 63 | 64 | 127 | 63 | 64 |
Winning Trades | 72 | 37 | 35 | 72 | 37 | 35 |
Losing Trades | 55 | 26 | 29 | 55 | 26 | 29 |
Profitability (%) | 56.6929 | 58.7302 | 54.6875 | 56.6929 | 58.7302 | 54.6875 |
Ratio Avg Win / Avg Loss | 1.0146 | 1.0782 | 0.9609 | 0.8575 | 0.8423 | 0.8739 |
Largest Winning Trade | 36495 | 36495 | 32700 | 45610 | 45610 | 43754 |
Largest Losing Trade | -38368 | -38368 | -33508 | -97390 | -97390 | -39186 |
Avg Bars in Trades | 27 | 33 | 21 | 27 | 33 | 21 |
Avg Bars in Winners | 22 | 23 | 20 | 22 | 23 | 20 |
Avg Bars in Losers | 34 | 48 | 21 | 34 | 48 | 21 |
Bars Traded | 3487 | 2119 | 1368 | 3487 | 2119 | 1368 |
Profit Streak | 10.4905 | 18.1572 | 10.4905 | 10.4905 | 18.1572 | 10.4905 |
Trades During Streak | 2 | 1 | 1 | 2 | 1 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 363685 | -181637 | -321541 | -203210 | -280428 | -474253 |
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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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