Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 245161.1343 | 176133.7036 | 69027.4307 | 334584.5703 | 170942.3482 | 163642.2221 |
Total P&L (%) | 245.1611 | 176.1337 | 69.0274 | 334.5846 | 170.9423 | 163.6422 |
Avg Daily Profit (%) | 0.2354 | 0.1691 | 0.0663 | 0.1411 | 0.0957 | 0.0931 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -73213 | -77412 | -24408 | -496207 | -465816 | -175125 |
Profit Factor | 1.6331 | 1.6143 | 1.6867 | 1.2132 | 1.1472 | 1.4006 |
Total Trades | 132 | 66 | 66 | 132 | 66 | 66 |
Winning Trades | 83 | 39 | 44 | 83 | 39 | 44 |
Losing Trades | 49 | 27 | 22 | 49 | 27 | 22 |
Profitability (%) | 62.8788 | 59.0909 | 66.6667 | 62.8788 | 59.0909 | 66.6667 |
Ratio Avg Win / Avg Loss | 0.9641 | 1.1176 | 0.8434 | 0.7162 | 0.7942 | 0.7003 |
Largest Winning Trade | 68787 | 68787 | 12545 | 171955 | 171955 | 51686 |
Largest Losing Trade | -44752 | -44752 | -22686 | -238370 | -238370 | -161930 |
Avg Bars in Trades | 187 | 331 | 43 | 187 | 331 | 43 |
Avg Bars in Winners | 112 | 190 | 43 | 112 | 190 | 43 |
Avg Bars in Losers | 316 | 536 | 45 | 316 | 536 | 45 |
Bars Traded | 24800 | 21908 | 2892 | 24800 | 21908 | 2892 |
Profit Streak | 4.6153 | 0 | 25.5736 | 4.6153 | 0 | 25.5736 |
Trades During Streak | 1 | 0 | 1 | 1 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 382034 | -113700 | -225575 | -4353 | -248420 | -191107 |
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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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