Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 187767.9703 | 50904.9352 | 136863.0351 | 117974.7873 | 7482.6394 | 110492.148 |
Total P&L (%) | 187.768 | 50.9049 | 136.863 | 117.9748 | 7.4826 | 110.4921 |
Avg Daily Profit (%) | 0.1803 | 0.0489 | 0.1314 | 0.0748 | 0.0069 | 0.0715 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -160430 | -158775 | -78995 | -105353 | -81623 | -41646 |
Profit Factor | 1.2983 | 1.1404 | 1.5127 | 1.2373 | 1.0262 | 1.5216 |
Total Trades | 238 | 119 | 119 | 238 | 119 | 119 |
Winning Trades | 118 | 54 | 64 | 118 | 54 | 64 |
Losing Trades | 120 | 65 | 55 | 120 | 65 | 55 |
Profitability (%) | 49.5798 | 45.3782 | 53.7815 | 49.5798 | 45.3782 | 53.7815 |
Ratio Avg Win / Avg Loss | 1.3203 | 1.3727 | 1.3 | 1.2583 | 1.2353 | 1.3076 |
Largest Winning Trade | 108504 | 108504 | 32911 | 52175 | 52175 | 22134 |
Largest Losing Trade | -25039 | -24874 | -25039 | -37160 | -37160 | -26855 |
Avg Bars in Trades | 103 | 107 | 99 | 103 | 107 | 99 |
Avg Bars in Winners | 85 | 77 | 91 | 85 | 77 | 91 |
Avg Bars in Losers | 120 | 131 | 108 | 120 | 131 | 108 |
Bars Traded | 24598 | 12761 | 11837 | 24598 | 12761 | 11837 |
Profit Streak | 14.2114 | 23.7114 | 14.2114 | 14.2114 | 23.7114 | 14.2114 |
Trades During Streak | 2 | 1 | 1 | 2 | 1 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 348582 | -196506 | -15392 | -91172 | -542511 | -95220 |
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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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