Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 302845.7053 | 125678.0609 | 177167.6444 | 192960.0224 | 165279.5115 | 27680.5109 |
Total P&L (%) | 302.8457 | 125.6781 | 177.1676 | 192.96 | 165.2795 | 27.6805 |
Avg Daily Profit (%) | 0.1895 | 0.0787 | 0.1109 | 0.0673 | 0.0611 | 0.0153 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -82512 | -61729 | -81866 | -359152 | -186755 | -383054 |
Profit Factor | 1.4636 | 1.3485 | 1.6052 | 1.1112 | 1.1875 | 1.0324 |
Total Trades | 138 | 69 | 69 | 138 | 69 | 69 |
Winning Trades | 67 | 29 | 38 | 67 | 29 | 38 |
Losing Trades | 71 | 40 | 31 | 71 | 40 | 31 |
Profitability (%) | 48.5507 | 42.029 | 55.0725 | 48.5507 | 42.029 | 55.0725 |
Ratio Avg Win / Avg Loss | 1.5509 | 1.8601 | 1.3095 | 1.1776 | 1.6379 | 0.8423 |
Largest Winning Trade | 99851 | 99851 | 41396 | 275865 | 275865 | 80150 |
Largest Losing Trade | -49824 | -30758 | -49824 | -254228 | -64955 | -254228 |
Avg Bars in Trades | 45 | 47 | 42 | 45 | 47 | 42 |
Avg Bars in Winners | 58 | 63 | 54 | 58 | 63 | 54 |
Avg Bars in Losers | 32 | 36 | 28 | 32 | 36 | 28 |
Bars Traded | 6238 | 3290 | 2948 | 6238 | 3290 | 2948 |
Profit Streak | 37.949 | 37.949 | 138.699 | 37.949 | 37.949 | 138.699 |
Trades During Streak | 2 | 1 | 4 | 2 | 1 | 4 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 378608 | -190948 | -142670 | -200470 | -229067 | -461882 |
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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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