Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 147192.0886 | 94369.2229 | 52822.8657 | 140301.2423 | 69333.6017 | 70967.6407 |
Total P&L (%) | 147.1921 | 94.3692 | 52.8229 | 140.3012 | 69.3336 | 70.9676 |
Avg Daily Profit (%) | 0.2826 | 0.1812 | 0.1014 | 0.1685 | 0.1012 | 0.103 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -72585 | -48530 | -47240 | -250900 | -151044 | -147045 |
Profit Factor | 1.3532 | 1.4251 | 1.2713 | 1.1531 | 1.1384 | 1.1709 |
Total Trades | 133 | 67 | 66 | 133 | 67 | 66 |
Winning Trades | 64 | 33 | 31 | 64 | 33 | 31 |
Losing Trades | 69 | 34 | 35 | 69 | 34 | 35 |
Profitability (%) | 48.1203 | 49.2537 | 46.9697 | 48.1203 | 49.2537 | 46.9697 |
Ratio Avg Win / Avg Loss | 1.4589 | 1.4683 | 1.4353 | 1.2432 | 1.1729 | 1.322 |
Largest Winning Trade | 44614 | 44614 | 23898 | 87223 | 87223 | 52837 |
Largest Losing Trade | -18486 | -18486 | -17481 | -55875 | -53206 | -55875 |
Avg Bars in Trades | 185 | 199 | 171 | 185 | 199 | 171 |
Avg Bars in Winners | 236 | 246 | 225 | 236 | 246 | 225 |
Avg Bars in Losers | 138 | 153 | 123 | 138 | 153 | 123 |
Bars Traded | 24667 | 13358 | 11309 | 24667 | 13358 | 11309 |
Profit Streak | 5.7036 | 15.1411 | 0 | 5.7036 | 15.1411 | 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 | 305687 | -108158 | -185020 | -44969 | -242688 | -214182 |
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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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