Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 271182.7316 | 122073.1447 | 149109.5869 | 567508.4893 | 278416.7797 | 289091.7096 |
Total P&L (%) | 271.1827 | 122.0731 | 149.1096 | 567.5085 | 278.4168 | 289.0917 |
Avg Daily Profit (%) | 0.2926 | 0.1317 | 0.1609 | 0.205 | 0.1437 | 0.1467 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -91303 | -79864 | -35062 | -624568 | -503820 | -266695 |
Profit Factor | 1.6613 | 1.5731 | 1.7567 | 1.2825 | 1.2844 | 1.2807 |
Total Trades | 136 | 68 | 68 | 136 | 68 | 68 |
Winning Trades | 55 | 26 | 29 | 55 | 26 | 29 |
Losing Trades | 81 | 42 | 39 | 81 | 42 | 39 |
Profitability (%) | 40.4412 | 38.2353 | 42.6471 | 40.4412 | 38.2353 | 42.6471 |
Ratio Avg Win / Avg Loss | 2.4467 | 2.5412 | 2.3625 | 1.8888 | 2.0748 | 1.7224 |
Largest Winning Trade | 53100 | 53100 | 31471 | 229783 | 172252 | 229783 |
Largest Losing Trade | -20107 | -15752 | -20107 | -160462 | -101888 | -160462 |
Avg Bars in Trades | 38 | 40 | 36 | 38 | 40 | 36 |
Avg Bars in Winners | 67 | 71 | 64 | 67 | 71 | 64 |
Avg Bars in Losers | 19 | 22 | 15 | 19 | 22 | 15 |
Bars Traded | 5274 | 2785 | 2489 | 5274 | 2785 | 2489 |
Profit Streak | 15.8138 | 0 | 17.3138 | 15.8138 | 0 | 17.3138 |
Trades During Streak | 1 | 0 | 1 | 1 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 316131 | -128362 | -101131 | 230085 | -114150 | -107880 |
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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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