Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 215531.0555 | 67635.8149 | 147895.2406 | 257066.0687 | 40590.7804 | 216475.2883 |
Total P&L (%) | 215.5311 | 67.6358 | 147.8952 | 257.0661 | 40.5908 | 216.4753 |
Avg Daily Profit (%) | 0.1931 | 0.0606 | 0.1325 | 0.1141 | 0.0305 | 0.1033 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -64157 | -70467 | -49057 | -210431 | -101010 | -161655 |
Profit Factor | 1.6722 | 1.4005 | 1.9746 | 1.4251 | 1.1345 | 1.7145 |
Total Trades | 107 | 54 | 53 | 107 | 54 | 53 |
Winning Trades | 63 | 30 | 33 | 63 | 30 | 33 |
Losing Trades | 44 | 24 | 20 | 44 | 24 | 20 |
Profitability (%) | 58.8785 | 55.5556 | 62.2642 | 58.8785 | 55.5556 | 62.2642 |
Ratio Avg Win / Avg Loss | 1.1679 | 1.1204 | 1.1967 | 0.9953 | 0.9076 | 1.0391 |
Largest Winning Trade | 70844 | 70844 | 33262 | 91933 | 73030 | 91933 |
Largest Losing Trade | -42890 | -24272 | -42890 | -78736 | -48558 | -78736 |
Avg Bars in Trades | 40 | 36 | 45 | 40 | 36 | 45 |
Avg Bars in Winners | 49 | 45 | 54 | 49 | 45 | 54 |
Avg Bars in Losers | 27 | 24 | 29 | 27 | 24 | 29 |
Bars Traded | 4333 | 1946 | 2387 | 4333 | 1946 | 2387 |
Profit Streak | 0 | 0 | 22.5175 | 0 | 0 | 22.5175 |
Trades During Streak | 0 | 0 | 1 | 0 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 397941 | -290812 | -191426 | -40075 | -407811 | -230901 |
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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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