Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 267659.5968 | 168793.3095 | 98866.2873 | 238408.6066 | 154504.1825 | 83904.4241 |
Total P&L (%) | 267.6596 | 168.7933 | 98.8663 | 238.4086 | 154.5042 | 83.9044 |
Avg Daily Profit (%) | 0.257 | 0.162 | 0.0949 | 0.1171 | 0.0897 | 0.0585 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -69519 | -73928 | -36698 | -311993 | -277834 | -120483 |
Profit Factor | 1.5913 | 1.6625 | 1.4996 | 1.2129 | 1.2514 | 1.1661 |
Total Trades | 127 | 63 | 64 | 127 | 63 | 64 |
Winning Trades | 58 | 25 | 33 | 58 | 25 | 33 |
Losing Trades | 69 | 38 | 31 | 69 | 38 | 31 |
Profitability (%) | 45.6693 | 39.6825 | 51.5625 | 45.6693 | 39.6825 | 51.5625 |
Ratio Avg Win / Avg Loss | 1.8931 | 2.527 | 1.4087 | 1.4429 | 1.9021 | 1.0954 |
Largest Winning Trade | 154824 | 154824 | 32095 | 333092 | 333092 | 99774 |
Largest Losing Trade | -27489 | -22398 | -27489 | -105463 | -58962 | -105463 |
Avg Bars in Trades | 193 | 196 | 191 | 193 | 196 | 191 |
Avg Bars in Winners | 278 | 296 | 264 | 278 | 296 | 264 |
Avg Bars in Losers | 122 | 130 | 113 | 122 | 130 | 113 |
Bars Traded | 24617 | 12363 | 12254 | 24617 | 12363 | 12254 |
Profit Streak | 38.6507 | 38.6507 | 42.234 | 38.6507 | 38.6507 | 42.234 |
Trades During Streak | 3 | 1 | 2 | 3 | 1 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 401974 | -139978 | -202945 | -37038 | -222708 | -290597 |
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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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