Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 191071.9851 | 139099.4694 | 51972.5157 | 178236.8889 | 147374.0441 | 30862.8449 |
Total P&L (%) | 191.072 | 139.0995 | 51.9725 | 178.2369 | 147.374 | 30.8628 |
Avg Daily Profit (%) | 0.3669 | 0.2671 | 0.0998 | 0.1967 | 0.1741 | 0.0517 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -62440 | -40132 | -53058 | -260940 | -126508 | -196541 |
Profit Factor | 1.5241 | 1.6491 | 1.3458 | 1.192 | 1.2685 | 1.0814 |
Total Trades | 115 | 58 | 57 | 115 | 58 | 57 |
Winning Trades | 56 | 27 | 29 | 56 | 27 | 29 |
Losing Trades | 59 | 31 | 28 | 59 | 31 | 28 |
Profitability (%) | 48.6957 | 46.5517 | 50.8772 | 48.6957 | 46.5517 | 50.8772 |
Ratio Avg Win / Avg Loss | 1.6057 | 1.8934 | 1.2994 | 1.2559 | 1.4565 | 1.0441 |
Largest Winning Trade | 91488 | 91488 | 20807 | 167720 | 167720 | 71067 |
Largest Losing Trade | -22270 | -22270 | -19443 | -101696 | -101696 | -47109 |
Avg Bars in Trades | 211 | 226 | 196 | 211 | 226 | 196 |
Avg Bars in Winners | 290 | 303 | 279 | 290 | 303 | 279 |
Avg Bars in Losers | 136 | 160 | 110 | 136 | 160 | 110 |
Bars Traded | 24335 | 13158 | 11177 | 24335 | 13158 | 11177 |
Profit Streak | 11.2046 | 27.5587 | 0 | 11.2046 | 27.5587 | 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 | 413215 | -169635 | -241104 | -1827 | -173662 | -438499 |
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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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