Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 248115.883 | 192032.7653 | 56083.1178 | 165471.0615 | 99459.4009 | 66011.6606 |
Total P&L (%) | 248.1159 | 192.0328 | 56.0831 | 165.4711 | 99.4594 | 66.0117 |
Avg Daily Profit (%) | 0.1733 | 0.1341 | 0.0392 | 0.0682 | 0.0482 | 0.0354 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -79280 | -59949 | -78920 | -128987 | -87166 | -84205 |
Profit Factor | 1.4664 | 1.7279 | 1.2092 | 1.3203 | 1.3642 | 1.271 |
Total Trades | 118 | 59 | 59 | 118 | 59 | 59 |
Winning Trades | 62 | 32 | 30 | 62 | 32 | 30 |
Losing Trades | 56 | 27 | 29 | 56 | 27 | 29 |
Profitability (%) | 52.5424 | 54.2373 | 50.8475 | 52.5424 | 54.2373 | 50.8475 |
Ratio Avg Win / Avg Loss | 1.3245 | 1.4579 | 1.1689 | 1.1925 | 1.1511 | 1.2286 |
Largest Winning Trade | 93275 | 93275 | 58467 | 72857 | 54698 | 72857 |
Largest Losing Trade | -44383 | -44383 | -25503 | -68866 | -68866 | -22554 |
Avg Bars in Trades | 34 | 32 | 35 | 34 | 32 | 35 |
Avg Bars in Winners | 46 | 40 | 53 | 46 | 40 | 53 |
Avg Bars in Losers | 19 | 23 | 16 | 19 | 23 | 16 |
Bars Traded | 4017 | 1930 | 2087 | 4017 | 1930 | 2087 |
Profit Streak | 46.6604 | 0 | 47.6604 | 46.6604 | 0 | 47.6604 |
Trades During Streak | 1 | 0 | 1 | 1 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 349022 | -187930 | -317984 | -100438 | -304143 | -321959 |
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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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