Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 439290.5736 | 298382.2995 | 140908.274 | 295289.8347 | 106889.6533 | 188400.1814 |
Total P&L (%) | 439.2906 | 298.3823 | 140.9083 | 295.2898 | 106.8897 | 188.4002 |
Avg Daily Profit (%) | 0.3217 | 0.2185 | 0.1032 | 0.1007 | 0.0533 | 0.0776 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -234493 | -165349 | -93173 | -134871 | -110450 | -50018 |
Profit Factor | 1.6289 | 1.6648 | 1.5642 | 1.6033 | 1.3211 | 2.203 |
Total Trades | 126 | 63 | 63 | 126 | 63 | 63 |
Winning Trades | 64 | 27 | 37 | 64 | 27 | 37 |
Losing Trades | 62 | 36 | 26 | 62 | 36 | 26 |
Profitability (%) | 50.7937 | 42.8571 | 58.7302 | 50.7937 | 42.8571 | 58.7302 |
Ratio Avg Win / Avg Loss | 1.578 | 2.2198 | 1.0992 | 1.5532 | 1.7615 | 1.548 |
Largest Winning Trade | 154614 | 154614 | 53362 | 90950 | 90950 | 68065 |
Largest Losing Trade | -53503 | -34436 | -53503 | -67364 | -67364 | -32100 |
Avg Bars in Trades | 127 | 122 | 132 | 127 | 122 | 132 |
Avg Bars in Winners | 159 | 162 | 158 | 159 | 162 | 158 |
Avg Bars in Losers | 94 | 93 | 95 | 94 | 93 | 95 |
Bars Traded | 16066 | 7729 | 8337 | 16066 | 7729 | 8337 |
Profit Streak | 26.6863 | 41.103 | 26.6863 | 26.6863 | 41.103 | 26.6863 |
Trades During Streak | 4 | 2 | 2 | 4 | 2 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 492649 | -137815 | -198051 | -53557 | -269222 | -229684 |
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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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