Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 202467.3573 | 27420.6786 | 175046.6786 | 211578.6607 | 32985.1461 | 178593.5146 |
Total P&L (%) | 202.4674 | 27.4207 | 175.0467 | 211.5787 | 32.9851 | 178.5935 |
Avg Daily Profit (%) | 0.1565 | 0.0212 | 0.1353 | 0.0879 | 0.022 | 0.0792 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -79726 | -83691 | -38820 | -89485 | -89148 | -46862 |
Profit Factor | 1.6051 | 1.1248 | 2.5228 | 1.4338 | 1.1017 | 2.0929 |
Total Trades | 117 | 58 | 59 | 117 | 58 | 59 |
Winning Trades | 60 | 29 | 31 | 60 | 29 | 31 |
Losing Trades | 57 | 29 | 28 | 57 | 29 | 28 |
Profitability (%) | 51.2821 | 50 | 52.5424 | 51.2821 | 50 | 52.5424 |
Ratio Avg Win / Avg Loss | 1.5249 | 1.1248 | 2.2787 | 1.3621 | 1.1017 | 1.8904 |
Largest Winning Trade | 71242 | 71242 | 37068 | 103041 | 103041 | 47525 |
Largest Losing Trade | -32314 | -27332 | -32314 | -42063 | -39661 | -42063 |
Avg Bars in Trades | 41 | 52 | 31 | 41 | 52 | 31 |
Avg Bars in Winners | 49 | 60 | 39 | 49 | 60 | 39 |
Avg Bars in Losers | 33 | 43 | 22 | 33 | 43 | 22 |
Bars Traded | 4865 | 3027 | 1838 | 4865 | 3027 | 1838 |
Profit Streak | 0 | 5.4169 | 0 | 0 | 5.4169 | 0 |
Trades During Streak | 0 | 1 | 0 | 0 | 1 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 387514 | -430430 | -183945 | -74250 | -454266 | -259542 |
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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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