Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 220152.3632 | 161880.4898 | 58271.8734 | 77624.3678 | 1554.9277 | 76069.4401 |
Total P&L (%) | 220.1524 | 161.8805 | 58.2719 | 77.6244 | 1.5549 | 76.0694 |
Avg Daily Profit (%) | 0.2027 | 0.1491 | 0.0537 | 0.0529 | 0.0014 | 0.0521 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -95754 | -71527 | -60423 | -241975 | -196609 | -116306 |
Profit Factor | 1.3941 | 1.5567 | 1.2176 | 1.0748 | 1.0028 | 1.1605 |
Total Trades | 126 | 63 | 63 | 126 | 63 | 63 |
Winning Trades | 68 | 32 | 36 | 68 | 32 | 36 |
Losing Trades | 58 | 31 | 27 | 58 | 31 | 27 |
Profitability (%) | 53.9683 | 50.7937 | 57.1429 | 53.9683 | 50.7937 | 57.1429 |
Ratio Avg Win / Avg Loss | 1.1891 | 1.5081 | 0.9132 | 0.9167 | 0.9714 | 0.8704 |
Largest Winning Trade | 153936 | 153936 | 37086 | 81411 | 81411 | 75605 |
Largest Losing Trade | -36238 | -22963 | -36238 | -95270 | -55707 | -95270 |
Avg Bars in Trades | 100 | 94 | 107 | 100 | 94 | 107 |
Avg Bars in Winners | 108 | 102 | 114 | 108 | 102 | 114 |
Avg Bars in Losers | 91 | 85 | 98 | 91 | 85 | 98 |
Bars Traded | 12703 | 5932 | 6771 | 12703 | 5932 | 6771 |
Profit Streak | 14.1331 | 14.1331 | 22.3831 | 14.1331 | 14.1331 | 22.3831 |
Trades During Streak | 2 | 1 | 1 | 2 | 1 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 368196 | -137262 | -269332 | -260289 | -721835 | -314195 |
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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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