Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 160257.4322 | 85954.1526 | 74303.2796 | 153829.1597 | 105192.4382 | 48636.7215 |
Total P&L (%) | 160.2574 | 85.9542 | 74.3033 | 153.8292 | 105.1924 | 48.6367 |
Avg Daily Profit (%) | 0.1719 | 0.0922 | 0.0797 | 0.0999 | 0.0771 | 0.0425 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -51461 | -30248 | -46925 | -77941 | -31308 | -75944 |
Profit Factor | 1.611 | 1.6853 | 1.5428 | 1.4271 | 1.6666 | 1.2403 |
Total Trades | 93 | 47 | 46 | 93 | 47 | 46 |
Winning Trades | 41 | 20 | 21 | 41 | 20 | 21 |
Losing Trades | 52 | 27 | 25 | 52 | 27 | 25 |
Profitability (%) | 44.086 | 42.5532 | 45.6522 | 44.086 | 42.5532 | 45.6522 |
Ratio Avg Win / Avg Loss | 2.0432 | 2.2752 | 1.8367 | 1.81 | 2.2499 | 1.4766 |
Largest Winning Trade | 59526 | 59526 | 57811 | 81191 | 48102 | 81191 |
Largest Losing Trade | -16968 | -13649 | -16968 | -52468 | -25472 | -52468 |
Avg Bars in Trades | 35 | 31 | 40 | 35 | 31 | 40 |
Avg Bars in Winners | 65 | 56 | 73 | 65 | 56 | 73 |
Avg Bars in Losers | 12 | 13 | 12 | 12 | 13 | 12 |
Bars Traded | 3340 | 1499 | 1841 | 3340 | 1499 | 1841 |
Profit Streak | 0 | 0 | 49.3621 | 0 | 0 | 49.3621 |
Trades During Streak | 0 | 0 | 2 | 0 | 0 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 301612 | -69526 | -84511 | -59630 | -89651 | -138487 |
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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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