Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 114881.2332 | 83159.3118 | 31721.9213 | 89541.2322 | 38966.0674 | 50575.1648 |
Total P&L (%) | 114.8812 | 83.1593 | 31.7219 | 89.5412 | 38.9661 | 50.5752 |
Avg Daily Profit (%) | 1.3234 | 0.9579 | 0.3654 | 0.7393 | 0.3798 | 0.4726 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -49353 | -31525 | -18135 | -106463 | -66083 | -40965 |
Profit Factor | 1.6904 | 1.8365 | 1.4736 | 1.3129 | 1.2289 | 1.4362 |
Total Trades | 127 | 63 | 64 | 127 | 63 | 64 |
Winning Trades | 43 | 17 | 26 | 43 | 17 | 26 |
Losing Trades | 84 | 46 | 38 | 84 | 46 | 38 |
Profitability (%) | 33.8583 | 26.9841 | 40.625 | 33.8583 | 26.9841 | 40.625 |
Ratio Avg Win / Avg Loss | 3.3021 | 4.9692 | 2.1537 | 2.5648 | 3.3254 | 2.099 |
Largest Winning Trade | 119091 | 119091 | 16815 | 101515 | 101515 | 29755 |
Largest Losing Trade | -12779 | -12779 | -7642 | -26497 | -26497 | -20460 |
Avg Bars in Trades | 190 | 164 | 216 | 190 | 164 | 216 |
Avg Bars in Winners | 375 | 339 | 398 | 375 | 339 | 398 |
Avg Bars in Losers | 95 | 99 | 91 | 95 | 99 | 91 |
Bars Traded | 24207 | 10342 | 13865 | 24207 | 10342 | 13865 |
Profit Streak | 3.5988 | 3.5988 | 3.9807 | 3.5988 | 3.5988 | 3.9807 |
Trades During Streak | 3 | 1 | 2 | 3 | 1 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 317641 | -154194 | -136495 | 213178 | -162961 | -134144 |
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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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