Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 91072.1167 | 60430.9936 | 30641.1231 | 60720.2812 | 32130.8621 | 28589.4191 |
Total P&L (%) | 91.0721 | 60.431 | 30.6411 | 60.7203 | 32.1309 | 28.5894 |
Avg Daily Profit (%) | 0.1749 | 0.116 | 0.0588 | 0.0911 | 0.0535 | 0.0483 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -75149 | -80085 | -43226 | -163691 | -165822 | -67660 |
Profit Factor | 1.2184 | 1.2522 | 1.1727 | 1.0918 | 1.0849 | 1.101 |
Total Trades | 202 | 101 | 101 | 202 | 101 | 101 |
Winning Trades | 104 | 45 | 59 | 104 | 45 | 59 |
Losing Trades | 98 | 56 | 42 | 98 | 56 | 42 |
Profitability (%) | 51.4851 | 44.5545 | 58.4158 | 51.4851 | 44.5545 | 58.4158 |
Ratio Avg Win / Avg Loss | 1.1481 | 1.5583 | 0.8348 | 1.0288 | 1.3501 | 0.7838 |
Largest Winning Trade | 32630 | 32630 | 18635 | 61379 | 61379 | 25668 |
Largest Losing Trade | -13014 | -13014 | -12354 | -31888 | -25944 | -31888 |
Avg Bars in Trades | 122 | 162 | 81 | 122 | 162 | 81 |
Avg Bars in Winners | 151 | 238 | 84 | 151 | 238 | 84 |
Avg Bars in Losers | 91 | 101 | 77 | 91 | 101 | 77 |
Bars Traded | 24715 | 16436 | 8279 | 24715 | 16436 | 8279 |
Profit Streak | 17.139 | 18.139 | 17.139 | 17.139 | 18.139 | 17.139 |
Trades During Streak | 5 | 3 | 2 | 5 | 3 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 333218 | -39333 | -148293 | -189164 | -252976 | -241432 |
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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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