Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 413139.5913 | 283465.5672 | 129674.0241 | 260403.9026 | 213266.6707 | 47137.232 |
Total P&L (%) | 413.1396 | 283.4656 | 129.674 | 260.4039 | 213.2667 | 47.1372 |
Avg Daily Profit (%) | 0.215 | 0.1475 | 0.0675 | 0.0667 | 0.0594 | 0.0201 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -150718 | -160796 | -77442 | -1672387 | -896552 | -870495 |
Profit Factor | 1.6465 | 1.6946 | 1.5615 | 1.0609 | 1.0861 | 1.0262 |
Total Trades | 123 | 61 | 62 | 123 | 61 | 62 |
Winning Trades | 56 | 24 | 32 | 56 | 24 | 32 |
Losing Trades | 67 | 37 | 30 | 67 | 37 | 30 |
Profitability (%) | 45.5285 | 39.3443 | 51.6129 | 45.5285 | 39.3443 | 51.6129 |
Ratio Avg Win / Avg Loss | 1.9699 | 2.6126 | 1.4639 | 1.2693 | 1.6744 | 0.9621 |
Largest Winning Trade | 156436 | 156436 | 38109 | 752778 | 752778 | 433211 |
Largest Losing Trade | -50106 | -50106 | -35043 | -571420 | -344306 | -571420 |
Avg Bars in Trades | 44 | 67 | 22 | 44 | 67 | 22 |
Avg Bars in Winners | 47 | 73 | 28 | 47 | 73 | 28 |
Avg Bars in Losers | 42 | 64 | 15 | 42 | 64 | 15 |
Bars Traded | 5505 | 4136 | 1369 | 5505 | 4136 | 1369 |
Profit Streak | 10.7784 | 0 | 14.7784 | 10.7784 | 0 | 14.7784 |
Trades During Streak | 1 | 0 | 1 | 1 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 363608 | -159050 | -254272 | -258135 | -404351 | -514079 |
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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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