Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 223554.7871 | 2232.9333 | 221321.8538 | 221516.9796 | 17379.8302 | 204137.1494 |
Total P&L (%) | 223.5548 | 2.2329 | 221.3219 | 221.517 | 17.3798 | 204.1371 |
Avg Daily Profit (%) | 0.2141 | 0.0021 | 0.212 | 0.1119 | 0.0153 | 0.1066 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -70996 | -84957 | -43290 | -112724 | -115101 | -75448 |
Profit Factor | 1.4757 | 1.0077 | 2.2324 | 1.3713 | 1.0506 | 1.8053 |
Total Trades | 128 | 64 | 64 | 128 | 64 | 64 |
Winning Trades | 88 | 39 | 49 | 88 | 39 | 49 |
Losing Trades | 40 | 25 | 15 | 40 | 25 | 15 |
Profitability (%) | 68.75 | 60.9375 | 76.5625 | 68.75 | 60.9375 | 76.5625 |
Ratio Avg Win / Avg Loss | 0.6708 | 0.646 | 0.6834 | 0.6233 | 0.6735 | 0.5526 |
Largest Winning Trade | 27831 | 27831 | 25956 | 41993 | 41993 | 38592 |
Largest Losing Trade | -41786 | -29907 | -41786 | -75448 | -49483 | -75448 |
Avg Bars in Trades | 45 | 45 | 44 | 45 | 45 | 44 |
Avg Bars in Winners | 31 | 29 | 33 | 31 | 29 | 33 |
Avg Bars in Losers | 76 | 72 | 83 | 76 | 72 | 83 |
Bars Traded | 5807 | 2939 | 2868 | 5807 | 2939 | 2868 |
Profit Streak | 31.5297 | 31.5297 | 40.3631 | 31.5297 | 31.5297 | 40.3631 |
Trades During Streak | 7 | 3 | 4 | 7 | 3 | 4 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 417793 | -705773 | -125035 | -40367 | -483764 | -184279 |
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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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