Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 156178.7435 | 71127.8954 | 85050.8481 | 200090.5076 | 76506.7251 | 123583.7825 |
Total P&L (%) | 156.1787 | 71.1279 | 85.0508 | 200.0905 | 76.5067 | 123.5838 |
Avg Daily Profit (%) | 0.2999 | 0.1366 | 0.1633 | 0.2112 | 0.1092 | 0.1546 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -53815 | -49556 | -42649 | -119635 | -118913 | -74544 |
Profit Factor | 1.53 | 1.4331 | 1.6521 | 1.3558 | 1.2474 | 1.4881 |
Total Trades | 115 | 58 | 57 | 115 | 58 | 57 |
Winning Trades | 66 | 31 | 35 | 66 | 31 | 35 |
Losing Trades | 49 | 27 | 22 | 49 | 27 | 22 |
Profitability (%) | 57.3913 | 53.4483 | 61.4035 | 57.3913 | 53.4483 | 61.4035 |
Ratio Avg Win / Avg Loss | 1.1359 | 1.2482 | 1.0384 | 1.0066 | 1.0865 | 0.9354 |
Largest Winning Trade | 22404 | 22404 | 15233 | 35515 | 34767 | 35515 |
Largest Losing Trade | -34831 | -26675 | -34831 | -63801 | -33692 | -63801 |
Avg Bars in Trades | 215 | 242 | 187 | 215 | 242 | 187 |
Avg Bars in Winners | 199 | 220 | 180 | 199 | 220 | 180 |
Avg Bars in Losers | 237 | 267 | 199 | 237 | 267 | 199 |
Bars Traded | 24766 | 14052 | 10714 | 24766 | 14052 | 10714 |
Profit Streak | 2.2772 | 11.9647 | 0 | 2.2772 | 11.9647 | 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 | 318149 | -188911 | -169820 | 252535 | -226598 | -172346 |
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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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