Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 111058.6489 | 71554.7227 | 39503.9261 | 102664.3347 | 66014.079 | 36650.2557 |
Total P&L (%) | 111.0586 | 71.5547 | 39.5039 | 102.6643 | 66.0141 | 36.6503 |
Avg Daily Profit (%) | 0.4265 | 0.2748 | 0.1517 | 0.2716 | 0.1948 | 0.12 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -51315 | -45329 | -14988 | -52413 | -36253 | -24183 |
Profit Factor | 1.5189 | 1.6469 | 1.382 | 1.4168 | 1.5365 | 1.2973 |
Total Trades | 137 | 68 | 69 | 137 | 68 | 69 |
Winning Trades | 57 | 21 | 36 | 57 | 21 | 36 |
Losing Trades | 80 | 47 | 33 | 80 | 47 | 33 |
Profitability (%) | 41.6058 | 30.8824 | 52.1739 | 41.6058 | 30.8824 | 52.1739 |
Ratio Avg Win / Avg Loss | 2.1318 | 3.686 | 1.2668 | 1.9884 | 3.4388 | 1.1892 |
Largest Winning Trade | 90210 | 90210 | 13489 | 91214 | 91214 | 18914 |
Largest Losing Trade | -11005 | -8770 | -11005 | -19180 | -19180 | -16002 |
Avg Bars in Trades | 177 | 167 | 187 | 177 | 167 | 187 |
Avg Bars in Winners | 266 | 280 | 258 | 266 | 280 | 258 |
Avg Bars in Losers | 114 | 117 | 110 | 114 | 117 | 110 |
Bars Traded | 24341 | 11420 | 12921 | 24341 | 11420 | 12921 |
Profit Streak | 8.5872 | 8.6289 | 8.5872 | 8.5872 | 8.6289 | 8.5872 |
Trades During Streak | 2 | 1 | 1 | 2 | 1 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 320910 | -106238 | -96596 | 250794 | -107666 | -137414 |
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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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