Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 144820.5835 | 53936.4269 | 90884.1566 | 194321.6214 | 49100.2964 | 145221.325 |
Total P&L (%) | 144.8206 | 53.9364 | 90.8842 | 194.3216 | 49.1003 | 145.2213 |
Avg Daily Profit (%) | 0.2187 | 0.0815 | 0.1373 | 0.1632 | 0.0604 | 0.1356 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -59179 | -61522 | -36183 | -181600 | -169566 | -77820 |
Profit Factor | 1.5569 | 1.4247 | 1.6831 | 1.3813 | 1.183 | 1.6015 |
Total Trades | 124 | 62 | 62 | 124 | 62 | 62 |
Winning Trades | 52 | 25 | 27 | 52 | 25 | 27 |
Losing Trades | 72 | 37 | 35 | 72 | 37 | 35 |
Profitability (%) | 41.9355 | 40.3226 | 43.5484 | 41.9355 | 40.3226 | 43.5484 |
Ratio Avg Win / Avg Loss | 2.1558 | 2.1086 | 2.1818 | 1.9125 | 1.7509 | 2.0761 |
Largest Winning Trade | 30256 | 29156 | 30256 | 80854 | 80854 | 48891 |
Largest Losing Trade | -15024 | -10409 | -15024 | -45710 | -35349 | -45710 |
Avg Bars in Trades | 126 | 117 | 136 | 126 | 117 | 136 |
Avg Bars in Winners | 196 | 192 | 201 | 196 | 192 | 201 |
Avg Bars in Losers | 76 | 66 | 86 | 76 | 66 | 86 |
Bars Traded | 15711 | 7259 | 8452 | 15711 | 7259 | 8452 |
Profit Streak | 424.2765 | 424.2765 | 426.5682 | 424.2765 | 424.2765 | 426.5682 |
Trades During Streak | 5 | 2 | 3 | 5 | 2 | 3 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 323806 | -240679 | -162338 | 268068 | -289195 | -164759 |
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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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