Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 169943.5543 | 80521.1491 | 89422.4052 | 126735.9812 | 2235.7457 | 124500.2354 |
Total P&L (%) | 169.9436 | 80.5211 | 89.4224 | 126.736 | 2.2357 | 124.5002 |
Avg Daily Profit (%) | 0.1831 | 0.0867 | 0.0963 | 0.0882 | 0.0024 | 0.0872 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -84720 | -51116 | -79558 | -244042 | -193450 | -206899 |
Profit Factor | 1.3106 | 1.3085 | 1.3125 | 1.0939 | 1.0034 | 1.1787 |
Total Trades | 148 | 74 | 74 | 148 | 74 | 74 |
Winning Trades | 84 | 39 | 45 | 84 | 39 | 45 |
Losing Trades | 64 | 35 | 29 | 64 | 35 | 29 |
Profitability (%) | 56.7568 | 52.7027 | 60.8108 | 56.7568 | 52.7027 | 60.8108 |
Ratio Avg Win / Avg Loss | 0.9985 | 1.1743 | 0.8458 | 0.8335 | 0.9005 | 0.7596 |
Largest Winning Trade | 33271 | 30607 | 33271 | 90064 | 39465 | 90064 |
Largest Losing Trade | -23917 | -20086 | -23917 | -73210 | -56565 | -73210 |
Avg Bars in Trades | 18 | 18 | 18 | 18 | 18 | 18 |
Avg Bars in Winners | 18 | 18 | 18 | 18 | 18 | 18 |
Avg Bars in Losers | 18 | 18 | 18 | 18 | 18 | 18 |
Bars Traded | 2736 | 1371 | 1365 | 2736 | 1371 | 1365 |
Profit Streak | 14.845 | 14.845 | 45.5117 | 14.845 | 14.845 | 45.5117 |
Trades During Streak | 2 | 1 | 3 | 2 | 1 | 3 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 308748 | -140261 | -126960 | -191452 | -637076 | -163329 |
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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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