Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 168172.9228 | 81067.1061 | 87105.8168 | 146361.5065 | 21915.2258 | 124446.2807 |
Total P&L (%) | 168.1729 | 81.0671 | 87.1058 | 146.3615 | 21.9152 | 124.4463 |
Avg Daily Profit (%) | 0.1833 | 0.0883 | 0.0949 | 0.0983 | 0.0216 | 0.0881 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -72781 | -78891 | -51715 | -218986 | -273459 | -153845 |
Profit Factor | 1.4198 | 1.3675 | 1.4838 | 1.1343 | 1.0343 | 1.276 |
Total Trades | 115 | 58 | 57 | 115 | 58 | 57 |
Winning Trades | 64 | 31 | 33 | 64 | 31 | 33 |
Losing Trades | 51 | 27 | 24 | 51 | 27 | 24 |
Profitability (%) | 55.6522 | 53.4483 | 57.8947 | 55.6522 | 53.4483 | 57.8947 |
Ratio Avg Win / Avg Loss | 1.1314 | 1.1911 | 1.0791 | 0.9039 | 0.9008 | 0.928 |
Largest Winning Trade | 57685 | 49148 | 57685 | 148607 | 102704 | 148607 |
Largest Losing Trade | -23459 | -23459 | -21997 | -92960 | -92960 | -81508 |
Avg Bars in Trades | 22 | 15 | 29 | 22 | 15 | 29 |
Avg Bars in Winners | 27 | 13 | 40 | 27 | 13 | 40 |
Avg Bars in Losers | 17 | 19 | 15 | 17 | 19 | 15 |
Bars Traded | 2612 | 920 | 1692 | 2612 | 920 | 1692 |
Profit Streak | 0 | 0 | 46.9072 | 0 | 0 | 46.9072 |
Trades During Streak | 0 | 0 | 4 | 0 | 0 | 4 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 345947 | -253853 | -242302 | -134941 | -533438 | -254282 |
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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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