Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 152977.3725 | -33081.7747 | 186059.1472 | 45000.1005 | -31477.1596 | 76477.2602 |
Total P&L (%) | 152.9774 | -33.0818 | 186.0591 | 45.0001 | -31.4772 | 76.4773 |
Avg Daily Profit (%) | 0.1466 | -0.0317 | 0.1783 | 0.0356 | -0.0362 | 0.0544 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -120110 | -111512 | -85677 | -116823 | -78685 | -76305 |
Profit Factor | 1.2285 | 0.9051 | 1.5801 | 1.0904 | 0.871 | 1.3011 |
Total Trades | 187 | 94 | 93 | 187 | 94 | 93 |
Winning Trades | 94 | 43 | 51 | 94 | 43 | 51 |
Losing Trades | 93 | 51 | 42 | 93 | 51 | 42 |
Profitability (%) | 50.2674 | 45.7447 | 54.8387 | 50.2674 | 45.7447 | 54.8387 |
Ratio Avg Win / Avg Loss | 1.2155 | 1.0735 | 1.3012 | 1.0788 | 1.0331 | 1.0715 |
Largest Winning Trade | 35679 | 33526 | 35679 | 34205 | 34205 | 24599 |
Largest Losing Trade | -42136 | -30325 | -42136 | -42708 | -24844 | -42708 |
Avg Bars in Trades | 20 | 18 | 22 | 20 | 18 | 22 |
Avg Bars in Winners | 19 | 15 | 23 | 19 | 15 | 23 |
Avg Bars in Losers | 21 | 22 | 21 | 21 | 22 | 21 |
Bars Traded | 3900 | 1779 | 2121 | 3900 | 1779 | 2121 |
Profit Streak | 19.2858 | 20.2858 | 19.2858 | 19.2858 | 20.2858 | 19.2858 |
Trades During Streak | 3 | 2 | 1 | 3 | 2 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 182545 | -579729 | 373996 | -265476 | -579729 | -118959 |
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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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