Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 84343.3762 | 15518.7253 | 68824.6509 | 33846.4161 | 2172.1093 | 31674.3068 |
Total P&L (%) | 84.3434 | 15.5187 | 68.8247 | 33.8464 | 2.1721 | 31.6743 |
Avg Daily Profit (%) | 0.3239 | 0.0596 | 0.2643 | 0.112 | 0.0083 | 0.1057 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -99796 | -27632 | -79988 | -203602 | -53120 | -162273 |
Profit Factor | 1.2195 | 1.0777 | 1.373 | 1.0552 | 1.0072 | 1.1011 |
Total Trades | 230 | 115 | 115 | 230 | 115 | 115 |
Winning Trades | 127 | 59 | 68 | 127 | 59 | 68 |
Losing Trades | 103 | 56 | 47 | 103 | 56 | 47 |
Profitability (%) | 55.2174 | 51.3043 | 59.1304 | 55.2174 | 51.3043 | 59.1304 |
Ratio Avg Win / Avg Loss | 0.989 | 1.0229 | 0.949 | 0.8558 | 0.956 | 0.761 |
Largest Winning Trade | 34891 | 24079 | 34891 | 43849 | 22528 | 43849 |
Largest Losing Trade | -51727 | -11130 | -51727 | -93369 | -16428 | -93369 |
Avg Bars in Trades | 106 | 76 | 136 | 106 | 76 | 136 |
Avg Bars in Winners | 110 | 81 | 134 | 110 | 81 | 134 |
Avg Bars in Losers | 101 | 70 | 138 | 101 | 70 | 138 |
Bars Traded | 24399 | 8754 | 15645 | 24399 | 8754 | 15645 |
Profit Streak | 8.9962 | 8.9962 | 11.3295 | 8.9962 | 8.9962 | 11.3295 |
Trades During Streak | 4 | 2 | 2 | 4 | 2 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 312538 | -258656 | 273097 | -205677 | -562178 | -165179 |
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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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