Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 111294.5271 | 78768.3726 | 32526.1545 | 128620.7225 | 125072.656 | 3548.0665 |
Total P&L (%) | 111.2945 | 78.7684 | 32.5262 | 128.6207 | 125.0727 | 3.5481 |
Avg Daily Profit (%) | 0.4274 | 0.3025 | 0.1249 | 0.318 | 0.312 | 0.0134 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -42043 | -33295 | -27818 | -44865 | -29186 | -50469 |
Profit Factor | 1.3952 | 1.6539 | 1.2019 | 1.3137 | 1.7663 | 1.0144 |
Total Trades | 139 | 70 | 69 | 139 | 70 | 69 |
Winning Trades | 76 | 40 | 36 | 76 | 40 | 36 |
Losing Trades | 63 | 30 | 33 | 63 | 30 | 33 |
Profitability (%) | 54.6763 | 57.1429 | 52.1739 | 54.6763 | 57.1429 | 52.1739 |
Ratio Avg Win / Avg Loss | 1.1566 | 1.2404 | 1.1017 | 1.089 | 1.3248 | 0.9298 |
Largest Winning Trade | 17184 | 16629 | 17184 | 23834 | 23075 | 23834 |
Largest Losing Trade | -21429 | -13642 | -21429 | -33715 | -12593 | -33715 |
Avg Bars in Trades | 176 | 181 | 171 | 176 | 181 | 171 |
Avg Bars in Winners | 217 | 222 | 212 | 217 | 222 | 212 |
Avg Bars in Losers | 127 | 128 | 127 | 127 | 128 | 127 |
Bars Traded | 24579 | 12731 | 11848 | 24579 | 12731 | 11848 |
Profit Streak | 0 | 0 | 11.2884 | 0 | 0 | 11.2884 |
Trades During Streak | 0 | 0 | 2 | 0 | 0 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 353124 | -84131 | -131379 | 301538 | -83833 | -648816 |
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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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