Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 269577.1201 | 202915.4125 | 66661.7076 | 208810.1309 | 115577.4083 | 93232.7226 |
Total P&L (%) | 269.5771 | 202.9154 | 66.6617 | 208.8101 | 115.5774 | 93.2327 |
Avg Daily Profit (%) | 0.2588 | 0.1948 | 0.064 | 0.1083 | 0.0738 | 0.0633 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -73566 | -75123 | -66647 | -296149 | -312722 | -217577 |
Profit Factor | 1.4694 | 1.6541 | 1.2524 | 1.1707 | 1.1624 | 1.1822 |
Total Trades | 152 | 76 | 76 | 152 | 76 | 76 |
Winning Trades | 95 | 45 | 50 | 95 | 45 | 50 |
Losing Trades | 57 | 31 | 26 | 57 | 31 | 26 |
Profitability (%) | 62.5 | 59.2105 | 65.7895 | 62.5 | 59.2105 | 65.7895 |
Ratio Avg Win / Avg Loss | 0.8816 | 1.1395 | 0.6512 | 0.7024 | 0.8008 | 0.6148 |
Largest Winning Trade | 35688 | 35688 | 18733 | 106027 | 106027 | 52036 |
Largest Losing Trade | -64430 | -42638 | -64430 | -211308 | -211308 | -137375 |
Avg Bars in Trades | 162 | 242 | 82 | 162 | 242 | 82 |
Avg Bars in Winners | 116 | 181 | 57 | 116 | 181 | 57 |
Avg Bars in Losers | 240 | 331 | 130 | 240 | 331 | 130 |
Bars Traded | 24733 | 18465 | 6268 | 24733 | 18465 | 6268 |
Profit Streak | 13.6579 | 13.6579 | 40.0329 | 13.6579 | 13.6579 | 40.0329 |
Trades During Streak | 3 | 1 | 3 | 3 | 1 | 3 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 413691 | -37787 | -155278 | -78874 | -185333 | -175891 |
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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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