Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 124299.2533 | 54564.4797 | 69734.7736 | 139591.0888 | 20217.9742 | 119373.1145 |
Total P&L (%) | 124.2993 | 54.5645 | 69.7348 | 139.5911 | 20.218 | 119.3731 |
Avg Daily Profit (%) | 0.1877 | 0.0824 | 0.1053 | 0.1321 | 0.0278 | 0.1187 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -57701 | -62641 | -30056 | -173657 | -187938 | -53713 |
Profit Factor | 1.3685 | 1.3092 | 1.4336 | 1.2322 | 1.0585 | 1.4672 |
Total Trades | 170 | 85 | 85 | 170 | 85 | 85 |
Winning Trades | 77 | 32 | 45 | 77 | 32 | 45 |
Losing Trades | 93 | 53 | 40 | 93 | 53 | 40 |
Profitability (%) | 45.2941 | 37.6471 | 52.9412 | 45.2941 | 37.6471 | 52.9412 |
Ratio Avg Win / Avg Loss | 1.6529 | 2.1684 | 1.2743 | 1.4883 | 1.7531 | 1.3042 |
Largest Winning Trade | 25446 | 24882 | 25446 | 50424 | 50424 | 44533 |
Largest Losing Trade | -15355 | -11238 | -15355 | -37839 | -29690 | -37839 |
Avg Bars in Trades | 89 | 88 | 91 | 89 | 88 | 91 |
Avg Bars in Winners | 116 | 128 | 107 | 116 | 128 | 107 |
Avg Bars in Losers | 68 | 64 | 73 | 68 | 64 | 73 |
Bars Traded | 15295 | 7508 | 7788 | 15295 | 7508 | 7788 |
Profit Streak | 418.0291 | 421.6541 | 0 | 418.0291 | 421.6541 | 0 |
Trades During Streak | 1 | 1 | 0 | 1 | 1 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 311592 | -87364 | -51553 | -17531 | -322195 | -33463 |
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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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