Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 301795.9793 | 165851.0614 | 135944.9178 | 682410.6838 | 150900.3544 | 531510.3294 |
Total P&L (%) | 301.796 | 165.8511 | 135.9449 | 682.4107 | 150.9004 | 531.5103 |
Avg Daily Profit (%) | 0.2897 | 0.1592 | 0.1305 | 0.1977 | 0.0883 | 0.1771 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -41146 | -52330 | -43604 | -339521 | -416591 | -202674 |
Profit Factor | 1.7448 | 1.8482 | 1.6484 | 1.3194 | 1.1386 | 1.5072 |
Total Trades | 122 | 61 | 61 | 122 | 61 | 61 |
Winning Trades | 51 | 24 | 27 | 51 | 24 | 27 |
Losing Trades | 71 | 37 | 34 | 71 | 37 | 34 |
Profitability (%) | 41.8033 | 39.3443 | 44.2623 | 41.8033 | 39.3443 | 44.2623 |
Ratio Avg Win / Avg Loss | 2.429 | 2.8493 | 2.0758 | 1.8368 | 1.7553 | 1.898 |
Largest Winning Trade | 64004 | 64004 | 31032 | 277177 | 277177 | 216403 |
Largest Losing Trade | -16917 | -13451 | -16917 | -103187 | -103187 | -101046 |
Avg Bars in Trades | 202 | 217 | 187 | 202 | 217 | 187 |
Avg Bars in Winners | 295 | 311 | 282 | 295 | 311 | 282 |
Avg Bars in Losers | 135 | 156 | 112 | 135 | 156 | 112 |
Bars Traded | 24725 | 13263 | 11462 | 24725 | 13263 | 11462 |
Profit Streak | 18.4159 | 0 | 32.9159 | 18.4159 | 0 | 32.9159 |
Trades During Streak | 1 | 0 | 1 | 1 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 338197 | -155322 | -179046 | 253082 | -308064 | -153067 |
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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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