Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 74719.1175 | 4616.1546 | 70102.9629 | 16803.5422 | 6734.6274 | 10068.9147 |
Total P&L (%) | 74.7191 | 4.6162 | 70.103 | 16.8035 | 6.7346 | 10.0689 |
Avg Daily Profit (%) | 0.2869 | 0.0177 | 0.2692 | 0.0597 | 0.025 | 0.0368 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -86486 | -52491 | -64118 | -168172 | -57895 | -147594 |
Profit Factor | 1.1908 | 1.02 | 1.435 | 1.0322 | 1.0252 | 1.0395 |
Total Trades | 209 | 105 | 104 | 209 | 105 | 104 |
Winning Trades | 121 | 53 | 68 | 121 | 53 | 68 |
Losing Trades | 88 | 52 | 36 | 88 | 52 | 36 |
Profitability (%) | 57.8947 | 50.4762 | 65.3846 | 57.8947 | 50.4762 | 65.3846 |
Ratio Avg Win / Avg Loss | 0.866 | 1.0008 | 0.7597 | 0.7507 | 1.0059 | 0.5503 |
Largest Winning Trade | 25238 | 25238 | 13306 | 25506 | 25506 | 12394 |
Largest Losing Trade | -51102 | -31062 | -51102 | -112571 | -30362 | -112571 |
Avg Bars in Trades | 117 | 123 | 111 | 117 | 123 | 111 |
Avg Bars in Winners | 88 | 85 | 89 | 88 | 85 | 89 |
Avg Bars in Losers | 157 | 161 | 152 | 157 | 161 | 152 |
Bars Traded | 24527 | 12939 | 11588 | 24527 | 12939 | 11588 |
Profit Streak | 5.8787 | 5.8787 | 10.9933 | 5.8787 | 5.8787 | 10.9933 |
Trades During Streak | 4 | 2 | 3 | 4 | 2 | 3 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -1628 | -533889 | 334940 | -306715 | -518447 | -484249 |
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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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