Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 205020.6007 | 34347.8604 | 170672.7403 | 141655.9946 | 16036.7362 | 125619.2583 |
Total P&L (%) | 205.0206 | 34.3479 | 170.6727 | 141.656 | 16.0367 | 125.6193 |
Avg Daily Profit (%) | 0.1977 | 0.0331 | 0.1646 | 0.0851 | 0.0143 | 0.0785 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -79953 | -130245 | -44223 | -126511 | -152545 | -57308 |
Profit Factor | 1.3998 | 1.0965 | 2.0877 | 1.2648 | 1.0445 | 1.7204 |
Total Trades | 135 | 67 | 68 | 135 | 67 | 68 |
Winning Trades | 90 | 43 | 47 | 90 | 43 | 47 |
Losing Trades | 45 | 24 | 21 | 45 | 24 | 21 |
Profitability (%) | 66.6667 | 64.1791 | 69.1176 | 66.6667 | 64.1791 | 69.1176 |
Ratio Avg Win / Avg Loss | 0.6999 | 0.612 | 0.9328 | 0.6324 | 0.583 | 0.7687 |
Largest Winning Trade | 27923 | 27923 | 19529 | 29028 | 29028 | 22453 |
Largest Losing Trade | -48094 | -48094 | -37083 | -49314 | -48421 | -49314 |
Avg Bars in Trades | 22 | 28 | 16 | 22 | 28 | 16 |
Avg Bars in Winners | 11 | 12 | 11 | 11 | 12 | 11 |
Avg Bars in Losers | 42 | 56 | 26 | 42 | 56 | 26 |
Bars Traded | 2983 | 1878 | 1105 | 2983 | 1878 | 1105 |
Profit Streak | 13.8133 | 0 | 70.4799 | 13.8133 | 0 | 70.4799 |
Trades During Streak | 1 | 0 | 8 | 1 | 0 | 8 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 360831 | -381960 | -96308 | -77712 | -471057 | -192481 |
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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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