Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 133210.7235 | 71740.4841 | 61470.2394 | 45266.3263 | 28159.2937 | 17107.0326 |
Total P&L (%) | 133.2107 | 71.7405 | 61.4702 | 45.2663 | 28.1593 | 17.107 |
Avg Daily Profit (%) | 0.2558 | 0.1377 | 0.118 | 0.0717 | 0.0476 | 0.0303 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -145052 | -119458 | -64830 | -133458 | -98689 | -61693 |
Profit Factor | 1.2987 | 1.3023 | 1.2945 | 1.1274 | 1.1548 | 1.0987 |
Total Trades | 165 | 82 | 83 | 165 | 82 | 83 |
Winning Trades | 115 | 54 | 61 | 115 | 54 | 61 |
Losing Trades | 50 | 28 | 22 | 50 | 28 | 22 |
Profitability (%) | 69.697 | 65.8537 | 73.494 | 69.697 | 65.8537 | 73.494 |
Ratio Avg Win / Avg Loss | 0.5646 | 0.6753 | 0.4669 | 0.4902 | 0.5988 | 0.3962 |
Largest Winning Trade | 37498 | 37498 | 24068 | 24278 | 24278 | 10983 |
Largest Losing Trade | -53928 | -33701 | -53928 | -49542 | -48524 | -49542 |
Avg Bars in Trades | 146 | 171 | 122 | 146 | 171 | 122 |
Avg Bars in Winners | 63 | 70 | 57 | 63 | 70 | 57 |
Avg Bars in Losers | 338 | 365 | 302 | 338 | 365 | 302 |
Bars Traded | 24182 | 14022 | 10160 | 24182 | 14022 | 10160 |
Profit Streak | 11.4027 | 0 | 14.8402 | 11.4027 | 0 | 14.8402 |
Trades During Streak | 1 | 0 | 1 | 1 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 359615 | -13411 | -34615 | -177521 | -187184 | -271858 |
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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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