Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 109899.5476 | 59194.2027 | 50705.3449 | 135531.9346 | 104197.8711 | 31334.0634 |
Total P&L (%) | 109.8995 | 59.1942 | 50.7053 | 135.5319 | 104.1979 | 31.3341 |
Avg Daily Profit (%) | 0.422 | 0.2273 | 0.1947 | 0.3295 | 0.2745 | 0.1047 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -26432 | -34374 | -29533 | -60298 | -33767 | -67449 |
Profit Factor | 1.465 | 1.4726 | 1.4565 | 1.3711 | 1.5957 | 1.1647 |
Total Trades | 130 | 65 | 65 | 130 | 65 | 65 |
Winning Trades | 58 | 29 | 29 | 58 | 29 | 29 |
Losing Trades | 72 | 36 | 36 | 72 | 36 | 36 |
Profitability (%) | 44.6154 | 44.6154 | 44.6154 | 44.6154 | 44.6154 | 44.6154 |
Ratio Avg Win / Avg Loss | 1.8186 | 1.828 | 1.808 | 1.7021 | 1.9809 | 1.4458 |
Largest Winning Trade | 26944 | 26944 | 19112 | 38541 | 38541 | 28417 |
Largest Losing Trade | -10579 | -10018 | -10579 | -23095 | -15268 | -23095 |
Avg Bars in Trades | 188 | 198 | 178 | 188 | 198 | 178 |
Avg Bars in Winners | 255 | 278 | 232 | 255 | 278 | 232 |
Avg Bars in Losers | 134 | 134 | 135 | 134 | 134 | 135 |
Bars Traded | 24516 | 12895 | 11621 | 24516 | 12895 | 11621 |
Profit Streak | 7.3326 | 9.1139 | 0 | 7.3326 | 9.1139 | 0 |
Trades During Streak | 1 | 1 | 0 | 1 | 1 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 333272 | -125396 | -127007 | 284154 | -123519 | -231005 |
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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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