Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 398311.3133 | 352243.8616 | 46067.4517 | 36671.5101 | 31116.8034 | 5554.7067 |
Total P&L (%) | 398.3113 | 352.2439 | 46.0675 | 36.6715 | 31.1168 | 5.5547 |
Avg Daily Profit (%) | 0.1694 | 0.1498 | 0.0196 | 0.0133 | 0.0115 | 0.0023 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -120921 | -86458 | -232946 | -135884 | -72450 | -200118 |
Profit Factor | 1.4898 | 1.9125 | 1.1079 | 1.0583 | 1.1044 | 1.0168 |
Total Trades | 114 | 57 | 57 | 114 | 57 | 57 |
Winning Trades | 54 | 24 | 30 | 54 | 24 | 30 |
Losing Trades | 60 | 33 | 27 | 60 | 33 | 27 |
Profitability (%) | 47.3684 | 42.1053 | 52.6316 | 47.3684 | 42.1053 | 52.6316 |
Ratio Avg Win / Avg Loss | 1.6554 | 2.6297 | 0.9971 | 1.1759 | 1.5185 | 0.9151 |
Largest Winning Trade | 98955 | 98955 | 70215 | 60582 | 60582 | 49733 |
Largest Losing Trade | -56598 | -32649 | -56598 | -47809 | -33984 | -47809 |
Avg Bars in Trades | 121 | 107 | 135 | 121 | 107 | 135 |
Avg Bars in Winners | 167 | 151 | 179 | 167 | 151 | 179 |
Avg Bars in Losers | 80 | 75 | 85 | 80 | 75 | 85 |
Bars Traded | 13841 | 6142 | 7699 | 13841 | 6142 | 7699 |
Profit Streak | 39.5241 | 140.3575 | 39.5241 | 39.5241 | 140.3575 | 39.5241 |
Trades During Streak | 2 | 3 | 1 | 2 | 3 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 359358 | -171165 | -451082 | -333723 | -466826 | -738407 |
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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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