Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 87416.6282 | 32410.7626 | 55005.8656 | 92860.0535 | 72649.2277 | 20210.8257 |
Total P&L (%) | 87.4166 | 32.4108 | 55.0059 | 92.8601 | 72.6492 | 20.2108 |
Avg Daily Profit (%) | 0.3357 | 0.1245 | 0.2112 | 0.2525 | 0.2099 | 0.0707 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -46766 | -16739 | -42572 | -102950 | -18992 | -105223 |
Profit Factor | 1.461 | 1.4931 | 1.444 | 1.2493 | 1.6829 | 1.0759 |
Total Trades | 121 | 61 | 60 | 121 | 61 | 60 |
Winning Trades | 70 | 37 | 33 | 70 | 37 | 33 |
Losing Trades | 51 | 24 | 27 | 51 | 24 | 27 |
Profitability (%) | 57.8512 | 60.6557 | 55 | 57.8512 | 60.6557 | 55 |
Ratio Avg Win / Avg Loss | 1.0645 | 0.9685 | 1.1815 | 0.9102 | 1.0916 | 0.8803 |
Largest Winning Trade | 18911 | 10138 | 18911 | 24587 | 19094 | 24587 |
Largest Losing Trade | -27098 | -7291 | -27098 | -73623 | -15228 | -73623 |
Avg Bars in Trades | 200 | 89 | 313 | 200 | 89 | 313 |
Avg Bars in Winners | 159 | 89 | 238 | 159 | 89 | 238 |
Avg Bars in Losers | 256 | 89 | 405 | 256 | 89 | 405 |
Bars Traded | 24293 | 5469 | 18824 | 24293 | 5469 | 18824 |
Profit Streak | 5.1016 | 10.2683 | 0 | 5.1016 | 10.2683 | 0 |
Trades During Streak | 1 | 1 | 0 | 1 | 1 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 378254 | -191201 | -162246 | 246080 | -151254 | -413868 |
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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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