Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 413137.9899 | 305829.0094 | 107308.9805 | 120964.2253 | 64260.9807 | 56703.2447 |
Total P&L (%) | 413.138 | 305.829 | 107.309 | 120.9642 | 64.261 | 56.7032 |
Avg Daily Profit (%) | 0.2155 | 0.1595 | 0.056 | 0.0414 | 0.0259 | 0.0234 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -131442 | -47759 | -125023 | -403672 | -182597 | -247825 |
Profit Factor | 1.5103 | 1.8696 | 1.2343 | 1.1114 | 1.1252 | 1.099 |
Total Trades | 136 | 68 | 68 | 136 | 68 | 68 |
Winning Trades | 72 | 35 | 37 | 72 | 35 | 37 |
Losing Trades | 64 | 33 | 31 | 64 | 33 | 31 |
Profitability (%) | 52.9412 | 51.4706 | 54.4118 | 52.9412 | 51.4706 | 54.4118 |
Ratio Avg Win / Avg Loss | 1.3425 | 1.7628 | 1.0342 | 0.9879 | 1.0609 | 0.9208 |
Largest Winning Trade | 160583 | 160583 | 59273 | 183410 | 183410 | 98931 |
Largest Losing Trade | -56739 | -24417 | -56739 | -143133 | -65141 | -143133 |
Avg Bars in Trades | 54 | 47 | 61 | 54 | 47 | 61 |
Avg Bars in Winners | 67 | 57 | 76 | 67 | 57 | 76 |
Avg Bars in Losers | 40 | 36 | 43 | 40 | 36 | 43 |
Bars Traded | 7437 | 3245 | 4192 | 7437 | 3245 | 4192 |
Profit Streak | 34.866 | 0 | 44.116 | 34.866 | 0 | 44.116 |
Trades During Streak | 1 | 0 | 1 | 1 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 374605 | -98166 | -226560 | -236052 | -350519 | -383767 |
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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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