Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 136531.3867 | 69522.8039 | 67008.5828 | 161843.8371 | 97958.0003 | 63885.8368 |
Total P&L (%) | 136.5314 | 69.5228 | 67.0086 | 161.8438 | 97.958 | 63.8858 |
Avg Daily Profit (%) | 0.2621 | 0.1335 | 0.1287 | 0.185 | 0.1312 | 0.0949 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -45608 | -23926 | -47215 | -119538 | -42702 | -102182 |
Profit Factor | 1.5421 | 1.5718 | 1.5143 | 1.3306 | 1.451 | 1.2346 |
Total Trades | 92 | 46 | 46 | 92 | 46 | 46 |
Winning Trades | 58 | 28 | 30 | 58 | 28 | 30 |
Losing Trades | 34 | 18 | 16 | 34 | 18 | 16 |
Profitability (%) | 63.0435 | 60.8696 | 65.2174 | 63.0435 | 60.8696 | 65.2174 |
Ratio Avg Win / Avg Loss | 0.904 | 1.0104 | 0.8076 | 0.78 | 0.9328 | 0.6585 |
Largest Winning Trade | 20177 | 20177 | 17967 | 36216 | 30800 | 36216 |
Largest Losing Trade | -29902 | -23926 | -29902 | -63624 | -36606 | -63624 |
Avg Bars in Trades | 257 | 271 | 243 | 257 | 271 | 243 |
Avg Bars in Winners | 200 | 218 | 184 | 200 | 218 | 184 |
Avg Bars in Losers | 352 | 352 | 352 | 352 | 352 | 352 |
Bars Traded | 23647 | 12466 | 11181 | 23647 | 12466 | 11181 |
Profit Streak | 14.7192 | 23.1983 | 0 | 14.7192 | 23.1983 | 0 |
Trades During Streak | 1 | 2 | 0 | 1 | 2 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 370189 | -11163 | -20258 | 299933 | -16581 | -67193 |
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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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