Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 215490.4709 | 165548.3021 | 49942.1688 | 142135.076 | 48564.5968 | 93570.4792 |
Total P&L (%) | 215.4905 | 165.5483 | 49.9422 | 142.1351 | 48.5646 | 93.5705 |
Avg Daily Profit (%) | 0.2007 | 0.1542 | 0.0465 | 0.0824 | 0.0369 | 0.0615 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -97368 | -88975 | -28751 | -265265 | -252503 | -55715 |
Profit Factor | 1.5092 | 1.6394 | 1.3039 | 1.1559 | 1.0788 | 1.3162 |
Total Trades | 123 | 61 | 62 | 123 | 61 | 62 |
Winning Trades | 63 | 26 | 37 | 63 | 26 | 37 |
Losing Trades | 60 | 35 | 25 | 60 | 35 | 25 |
Profitability (%) | 51.2195 | 42.623 | 59.6774 | 51.2195 | 42.623 | 59.6774 |
Ratio Avg Win / Avg Loss | 1.4373 | 2.2068 | 0.881 | 1.1008 | 1.4523 | 0.8893 |
Largest Winning Trade | 114136 | 114136 | 26268 | 164799 | 164799 | 52824 |
Largest Losing Trade | -39725 | -39725 | -19431 | -152775 | -152775 | -35720 |
Avg Bars in Trades | 25 | 28 | 22 | 25 | 28 | 22 |
Avg Bars in Winners | 33 | 45 | 24 | 33 | 45 | 24 |
Avg Bars in Losers | 16 | 15 | 18 | 16 | 15 | 18 |
Bars Traded | 3090 | 1722 | 1368 | 3090 | 1722 | 1368 |
Profit Streak | 4.4843 | 0 | 7.8177 | 4.4843 | 0 | 7.8177 |
Trades During Streak | 1 | 0 | 1 | 1 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 359405 | -154215 | -285655 | -131036 | -443460 | -264216 |
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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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