Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 163828.8309 | 73404.2328 | 90424.5981 | 79017.7567 | 49831.574 | 29186.1827 |
Total P&L (%) | 163.8288 | 73.4042 | 90.4246 | 79.0178 | 49.8316 | 29.1862 |
Avg Daily Profit (%) | 0.1573 | 0.0705 | 0.0868 | 0.0559 | 0.0388 | 0.0246 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -128080 | -68413 | -75442 | -230102 | -157824 | -132683 |
Profit Factor | 1.3686 | 1.3346 | 1.4017 | 1.1096 | 1.1374 | 1.0815 |
Total Trades | 117 | 58 | 59 | 117 | 58 | 59 |
Winning Trades | 55 | 23 | 32 | 55 | 23 | 32 |
Losing Trades | 62 | 35 | 27 | 62 | 35 | 27 |
Profitability (%) | 47.0085 | 39.6552 | 54.2373 | 47.0085 | 39.6552 | 54.2373 |
Ratio Avg Win / Avg Loss | 1.5428 | 2.0309 | 1.1826 | 1.2509 | 1.7309 | 0.9125 |
Largest Winning Trade | 81925 | 81925 | 53324 | 107374 | 107374 | 45147 |
Largest Losing Trade | -32416 | -32416 | -19456 | -55476 | -55476 | -36636 |
Avg Bars in Trades | 211 | 190 | 232 | 211 | 190 | 232 |
Avg Bars in Winners | 290 | 267 | 307 | 290 | 267 | 307 |
Avg Bars in Losers | 141 | 139 | 142 | 141 | 139 | 142 |
Bars Traded | 24734 | 11042 | 13692 | 24734 | 11042 | 13692 |
Profit Streak | 18.0531 | 23.0531 | 18.0531 | 18.0531 | 23.0531 | 18.0531 |
Trades During Streak | 2 | 1 | 1 | 2 | 1 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 327009 | -281247 | -251918 | -217947 | -394429 | -471307 |
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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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