Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 121965.2788 | 46045.332 | 75919.9469 | 161765.7443 | 78595.1191 | 83170.6252 |
Total P&L (%) | 121.9653 | 46.0453 | 75.9199 | 161.7657 | 78.5951 | 83.1706 |
Avg Daily Profit (%) | 0.4683 | 0.1768 | 0.2915 | 0.3702 | 0.2229 | 0.2327 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -43822 | -26306 | -40520 | -127129 | -55925 | -108788 |
Profit Factor | 1.553 | 1.4338 | 1.6636 | 1.3329 | 1.3483 | 1.3196 |
Total Trades | 136 | 68 | 68 | 136 | 68 | 68 |
Winning Trades | 60 | 27 | 33 | 60 | 27 | 33 |
Losing Trades | 76 | 41 | 35 | 76 | 41 | 35 |
Profitability (%) | 44.1176 | 39.7059 | 48.5294 | 44.1176 | 39.7059 | 48.5294 |
Ratio Avg Win / Avg Loss | 1.9671 | 2.1772 | 1.7644 | 1.6884 | 2.0474 | 1.3996 |
Largest Winning Trade | 32490 | 32490 | 20229 | 61865 | 61865 | 28621 |
Largest Losing Trade | -14090 | -7667 | -14090 | -34343 | -22837 | -34343 |
Avg Bars in Trades | 180 | 168 | 192 | 180 | 168 | 192 |
Avg Bars in Winners | 281 | 271 | 289 | 281 | 271 | 289 |
Avg Bars in Losers | 100 | 100 | 100 | 100 | 100 | 100 |
Bars Traded | 24550 | 11456 | 13094 | 24550 | 11456 | 13094 |
Profit Streak | 4.4921 | 0 | 11.4401 | 4.4921 | 0 | 11.4401 |
Trades During Streak | 1 | 0 | 2 | 1 | 0 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 344603 | -107106 | -98780 | 265990 | -105549 | -102230 |
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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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