Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 177215.8831 | 90887.2963 | 86328.5868 | 265719.6563 | 132418.7177 | 133300.9387 |
Total P&L (%) | 177.2159 | 90.8873 | 86.3286 | 265.7197 | 132.4187 | 133.3009 |
Avg Daily Profit (%) | 0.3403 | 0.1745 | 0.1658 | 0.2493 | 0.1621 | 0.1628 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -53490 | -26332 | -41721 | -267863 | -105314 | -213301 |
Profit Factor | 1.5907 | 1.6021 | 1.5791 | 1.2586 | 1.2743 | 1.2446 |
Total Trades | 126 | 63 | 63 | 126 | 63 | 63 |
Winning Trades | 75 | 35 | 40 | 75 | 35 | 40 |
Losing Trades | 51 | 28 | 23 | 51 | 28 | 23 |
Profitability (%) | 59.5238 | 55.5556 | 63.4921 | 59.5238 | 55.5556 | 63.4921 |
Ratio Avg Win / Avg Loss | 1.0817 | 1.2817 | 0.908 | 0.8558 | 1.0194 | 0.7157 |
Largest Winning Trade | 29669 | 29669 | 27367 | 87173 | 68896 | 87173 |
Largest Losing Trade | -31226 | -22508 | -31226 | -164613 | -53628 | -164613 |
Avg Bars in Trades | 192 | 203 | 182 | 192 | 203 | 182 |
Avg Bars in Winners | 160 | 178 | 145 | 160 | 178 | 145 |
Avg Bars in Losers | 240 | 234 | 247 | 240 | 234 | 247 |
Bars Traded | 24300 | 12800 | 11500 | 24300 | 12800 | 11500 |
Profit Streak | 6.1548 | 14.7381 | 0 | 6.1548 | 14.7381 | 0 |
Trades During Streak | 1 | 2 | 0 | 1 | 2 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 445501 | -136131 | -138049 | 284441 | -138232 | -140118 |
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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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