Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 201406.0859 | 64674.98 | 136731.1059 | 131349.0455 | 79481.1606 | 51867.8849 |
Total P&L (%) | 201.4061 | 64.675 | 136.7311 | 131.349 | 79.4812 | 51.8679 |
Avg Daily Profit (%) | 0.1943 | 0.0624 | 0.1319 | 0.0809 | 0.0564 | 0.0403 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -83385 | -18368 | -79272 | -83261 | -17530 | -66670 |
Profit Factor | 1.4587 | 1.7645 | 1.3858 | 1.305 | 1.9207 | 1.1506 |
Total Trades | 117 | 59 | 58 | 117 | 59 | 58 |
Winning Trades | 58 | 31 | 27 | 58 | 31 | 27 |
Losing Trades | 59 | 28 | 31 | 59 | 28 | 31 |
Profitability (%) | 49.5727 | 52.5424 | 46.5517 | 49.5727 | 52.5424 | 46.5517 |
Ratio Avg Win / Avg Loss | 1.4839 | 1.5937 | 1.591 | 1.3275 | 1.7348 | 1.3211 |
Largest Winning Trade | 65105 | 27552 | 65105 | 55808 | 50191 | 55808 |
Largest Losing Trade | -41065 | -8214 | -41065 | -39531 | -12392 | -39531 |
Avg Bars in Trades | 102 | 5 | 200 | 102 | 5 | 200 |
Avg Bars in Winners | 143 | 4 | 302 | 143 | 4 | 302 |
Avg Bars in Losers | 61 | 6 | 112 | 61 | 6 | 112 |
Bars Traded | 11967 | 323 | 11644 | 11967 | 323 | 11644 |
Profit Streak | 11.2045 | 11.2045 | 11.8712 | 11.2045 | 11.2045 | 11.8712 |
Trades During Streak | 2 | 1 | 1 | 2 | 1 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 355046 | -282080 | -196026 | -83549 | -289357 | -375866 |
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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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