Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 117077.8092 | 51780.9508 | 65296.8584 | 58616.1232 | 17245.0683 | 41371.0549 |
Total P&L (%) | 117.0778 | 51.781 | 65.2969 | 58.6161 | 17.2451 | 41.3711 |
Avg Daily Profit (%) | 0.2248 | 0.0994 | 0.1254 | 0.0886 | 0.0306 | 0.0665 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -99833 | -71193 | -57130 | -74430 | -62788 | -45487 |
Profit Factor | 1.2515 | 1.223 | 1.2799 | 1.1187 | 1.0728 | 1.161 |
Total Trades | 220 | 110 | 110 | 220 | 110 | 110 |
Winning Trades | 118 | 59 | 59 | 118 | 59 | 59 |
Losing Trades | 102 | 51 | 51 | 102 | 51 | 51 |
Profitability (%) | 53.6364 | 53.6364 | 53.6364 | 53.6364 | 53.6364 | 53.6364 |
Ratio Avg Win / Avg Loss | 1.0818 | 1.0572 | 1.1063 | 0.967 | 0.9274 | 1.0036 |
Largest Winning Trade | 57377 | 57377 | 41638 | 34610 | 34610 | 22575 |
Largest Losing Trade | -30237 | -22486 | -30237 | -34006 | -21489 | -34006 |
Avg Bars in Trades | 112 | 115 | 108 | 112 | 115 | 108 |
Avg Bars in Winners | 95 | 99 | 92 | 95 | 99 | 92 |
Avg Bars in Losers | 131 | 134 | 128 | 131 | 134 | 128 |
Bars Traded | 24672 | 12700 | 11972 | 24672 | 12700 | 11972 |
Profit Streak | 6.5823 | 0 | 11.3115 | 6.5823 | 0 | 11.3115 |
Trades During Streak | 1 | 0 | 1 | 1 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 337096 | -62206 | -25721 | -165287 | -303235 | -149425 |
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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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