Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 266695.6941 | 129775.2042 | 136920.4899 | -61821.7255 | -352644.0848 | 290822.3593 |
Total P&L (%) | 266.6957 | 129.7752 | 136.9205 | -61.8217 | -352.6441 | 290.8224 |
Avg Daily Profit (%) | 0.1654 | 0.0805 | 0.0849 | -0.0597 | 0 | 0.0846 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -333114 | -148249 | -245481 | -912299 | -633030 | -514718 |
Profit Factor | 1.2379 | 1.2506 | 1.2269 | 0.9693 | 0.6689 | 1.3063 |
Total Trades | 274 | 137 | 137 | 274 | 137 | 137 |
Winning Trades | 134 | 61 | 73 | 134 | 61 | 73 |
Losing Trades | 140 | 76 | 64 | 140 | 76 | 64 |
Profitability (%) | 48.9051 | 44.5255 | 53.2847 | 48.9051 | 44.5255 | 53.2847 |
Ratio Avg Win / Avg Loss | 1.2933 | 1.5581 | 1.0757 | 1.0127 | 0.8333 | 1.1452 |
Largest Winning Trade | 56081 | 56081 | 38094 | 252804 | 103751 | 252804 |
Largest Losing Trade | -91045 | -20603 | -91045 | -168774 | -137780 | -168774 |
Avg Bars in Trades | 16 | 16 | 16 | 16 | 16 | 16 |
Avg Bars in Winners | 16 | 16 | 16 | 16 | 16 | 16 |
Avg Bars in Losers | 16 | 16 | 16 | 16 | 16 | 16 |
Bars Traded | 4604 | 2302 | 2302 | 4604 | 2302 | 2302 |
Profit Streak | 40.7786 | 40.7786 | 57.7786 | 40.7786 | 40.7786 | 57.7786 |
Trades During Streak | 7 | 3 | 5 | 7 | 3 | 5 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 356801 | -85233 | -77934 | -576229 | -581394 | -77908 |
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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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