Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 256410.2022 | 85806.6676 | 170603.5346 | 122870.6786 | 32626.8118 | 90243.8668 |
Total P&L (%) | 256.4102 | 85.8067 | 170.6035 | 122.8707 | 32.6268 | 90.2439 |
Avg Daily Profit (%) | 0.2494 | 0.0834 | 0.1659 | 0.078 | 0.0275 | 0.0626 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -103534 | -65452 | -69293 | -335860 | -161844 | -191740 |
Profit Factor | 1.4011 | 1.3053 | 1.4762 | 1.1036 | 1.0628 | 1.1354 |
Total Trades | 142 | 71 | 71 | 142 | 71 | 71 |
Winning Trades | 86 | 42 | 44 | 86 | 42 | 44 |
Losing Trades | 56 | 29 | 27 | 56 | 29 | 27 |
Profitability (%) | 60.5634 | 59.1549 | 61.9718 | 60.5634 | 59.1549 | 61.9718 |
Ratio Avg Win / Avg Loss | 0.9123 | 0.9013 | 0.9059 | 0.7186 | 0.7338 | 0.6967 |
Largest Winning Trade | 57621 | 34483 | 57621 | 101075 | 46795 | 101075 |
Largest Losing Trade | -68788 | -24308 | -68788 | -97090 | -46042 | -97090 |
Avg Bars in Trades | 27 | 17 | 37 | 27 | 17 | 37 |
Avg Bars in Winners | 26 | 13 | 38 | 26 | 13 | 38 |
Avg Bars in Losers | 29 | 24 | 34 | 29 | 24 | 34 |
Bars Traded | 3925 | 1273 | 2651 | 3925 | 1273 | 2651 |
Profit Streak | 12.8434 | 24.5934 | 0 | 12.8434 | 24.5934 | 0 |
Trades During Streak | 1 | 1 | 0 | 1 | 1 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 349616 | -167763 | -78304 | -194451 | -396837 | -267798 |
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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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