Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 148327.5115 | 61003.1206 | 87324.3908 | 232305.4358 | 122888.6476 | 109416.7881 |
Total P&L (%) | 148.3275 | 61.0031 | 87.3244 | 232.3054 | 122.8886 | 109.4168 |
Avg Daily Profit (%) | 0.5696 | 0.2342 | 0.3353 | 0.4622 | 0.3082 | 0.2842 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -25611 | -23841 | -24038 | -67141 | -26432 | -63138 |
Profit Factor | 1.6287 | 1.5378 | 1.7128 | 1.5646 | 1.6599 | 1.4857 |
Total Trades | 118 | 59 | 59 | 118 | 59 | 59 |
Winning Trades | 59 | 31 | 28 | 59 | 31 | 28 |
Losing Trades | 59 | 28 | 31 | 59 | 28 | 31 |
Profitability (%) | 50 | 52.5424 | 47.4576 | 50 | 52.5424 | 47.4576 |
Ratio Avg Win / Avg Loss | 1.6287 | 1.389 | 1.8963 | 1.5646 | 1.4993 | 1.6449 |
Largest Winning Trade | 25857 | 23185 | 25857 | 57247 | 57247 | 33441 |
Largest Losing Trade | -18585 | -11084 | -18585 | -50552 | -21123 | -50552 |
Avg Bars in Trades | 208 | 224 | 191 | 208 | 224 | 191 |
Avg Bars in Winners | 247 | 267 | 226 | 247 | 267 | 226 |
Avg Bars in Losers | 168 | 178 | 159 | 168 | 178 | 159 |
Bars Traded | 24556 | 13274 | 11282 | 24556 | 13274 | 11282 |
Profit Streak | 16.5607 | 16.5607 | 16.9565 | 16.5607 | 16.5607 | 16.9565 |
Trades During Streak | 3 | 1 | 2 | 3 | 1 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 513435 | -168321 | -165972 | 470611 | -166593 | -167325 |
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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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