Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 249386.1325 | 160216.4358 | 89169.6967 | 48963.3032 | 21956.7832 | 27006.52 |
Total P&L (%) | 249.3861 | 160.2164 | 89.1697 | 48.9633 | 21.9568 | 27.0065 |
Avg Daily Profit (%) | 0.1843 | 0.1184 | 0.0659 | 0.0295 | 0.0147 | 0.0177 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -179039 | -92166 | -124236 | -209028 | -114870 | -144348 |
Profit Factor | 1.2659 | 1.4044 | 1.1646 | 1.0605 | 1.0652 | 1.0571 |
Total Trades | 222 | 111 | 111 | 222 | 111 | 111 |
Winning Trades | 116 | 58 | 58 | 116 | 58 | 58 |
Losing Trades | 106 | 53 | 53 | 106 | 53 | 53 |
Profitability (%) | 52.2523 | 52.2523 | 52.2523 | 52.2523 | 52.2523 | 52.2523 |
Ratio Avg Win / Avg Loss | 1.1568 | 1.2833 | 1.0642 | 0.969 | 0.9734 | 0.9659 |
Largest Winning Trade | 48678 | 48678 | 39910 | 52972 | 23113 | 52972 |
Largest Losing Trade | -62901 | -29542 | -62901 | -52989 | -27707 | -52989 |
Avg Bars in Trades | 71 | 55 | 87 | 71 | 55 | 87 |
Avg Bars in Winners | 70 | 50 | 90 | 70 | 50 | 90 |
Avg Bars in Losers | 72 | 60 | 84 | 72 | 60 | 84 |
Bars Traded | 15873 | 6173 | 9700 | 15873 | 6173 | 9700 |
Profit Streak | 10.7432 | 35.3265 | 10.7432 | 10.7432 | 35.3265 | 10.7432 |
Trades During Streak | 4 | 3 | 2 | 4 | 3 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 374171 | -32752 | -143268 | -307619 | -327795 | -330924 |
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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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