Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 109713.4325 | 60018.7899 | 49694.6426 | 132757.6273 | 86492.7641 | 46264.8632 |
Total P&L (%) | 109.7134 | 60.0188 | 49.6946 | 132.7576 | 86.4928 | 46.2649 |
Avg Daily Profit (%) | 0.4213 | 0.2305 | 0.1908 | 0.3249 | 0.2396 | 0.1461 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -41305 | -33678 | -32867 | -72485 | -48516 | -72014 |
Profit Factor | 1.4412 | 1.459 | 1.4215 | 1.3179 | 1.4102 | 1.2238 |
Total Trades | 134 | 67 | 67 | 134 | 67 | 67 |
Winning Trades | 65 | 32 | 33 | 65 | 32 | 33 |
Losing Trades | 69 | 35 | 34 | 69 | 35 | 34 |
Profitability (%) | 48.5075 | 47.7612 | 49.2537 | 48.5075 | 47.7612 | 49.2537 |
Ratio Avg Win / Avg Loss | 1.5299 | 1.5957 | 1.4645 | 1.399 | 1.5424 | 1.2608 |
Largest Winning Trade | 27359 | 27359 | 20374 | 43599 | 43599 | 26738 |
Largest Losing Trade | -14207 | -10894 | -14207 | -20243 | -17419 | -20243 |
Avg Bars in Trades | 182 | 192 | 172 | 182 | 192 | 172 |
Avg Bars in Winners | 221 | 238 | 205 | 221 | 238 | 205 |
Avg Bars in Losers | 146 | 151 | 140 | 146 | 151 | 140 |
Bars Traded | 24496 | 12915 | 11581 | 24496 | 12915 | 11581 |
Profit Streak | 3.7554 | 7.1096 | 0 | 3.7554 | 7.1096 | 0 |
Trades During Streak | 1 | 2 | 0 | 1 | 2 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 342104 | -108690 | -111357 | 245328 | -108245 | -118393 |
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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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