Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 458866.5666 | 318803.469 | 140063.0976 | 413980.7102 | 266564.3884 | 147416.3218 |
Total P&L (%) | 458.8666 | 318.8035 | 140.0631 | 413.9807 | 266.5644 | 147.4163 |
Avg Daily Profit (%) | 0.3377 | 0.2346 | 0.1031 | 0.1205 | 0.0956 | 0.0667 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -153816 | -78008 | -111622 | -392374 | -201299 | -282890 |
Profit Factor | 1.6396 | 1.7753 | 1.4574 | 1.2796 | 1.3063 | 1.2416 |
Total Trades | 112 | 56 | 56 | 112 | 56 | 56 |
Winning Trades | 53 | 20 | 33 | 53 | 20 | 33 |
Losing Trades | 59 | 36 | 23 | 59 | 36 | 23 |
Profitability (%) | 47.3214 | 35.7143 | 58.9286 | 47.3214 | 35.7143 | 58.9286 |
Ratio Avg Win / Avg Loss | 1.8252 | 3.1956 | 1.0157 | 1.4245 | 2.3513 | 0.8653 |
Largest Winning Trade | 145980 | 145980 | 37375 | 159741 | 159741 | 95265 |
Largest Losing Trade | -52858 | -26984 | -52858 | -169905 | -100144 | -169905 |
Avg Bars in Trades | 141 | 148 | 133 | 141 | 148 | 133 |
Avg Bars in Winners | 181 | 210 | 164 | 181 | 210 | 164 |
Avg Bars in Losers | 105 | 114 | 90 | 105 | 114 | 90 |
Bars Traded | 15836 | 8336 | 7499 | 15836 | 8336 | 7499 |
Profit Streak | 38.775 | 38.775 | 51.1084 | 38.775 | 38.775 | 51.1084 |
Trades During Streak | 2 | 1 | 1 | 2 | 1 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 437279 | -174059 | -232669 | -31886 | -249399 | -284165 |
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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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