Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 119346.8717 | 66496.2992 | 52850.5725 | 116781.6976 | 67587.6075 | 49194.0901 |
Total P&L (%) | 119.3469 | 66.4963 | 52.8506 | 116.7817 | 67.5876 | 49.1941 |
Avg Daily Profit (%) | 0.2291 | 0.1277 | 0.1015 | 0.1487 | 0.0992 | 0.0768 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -39108 | -35652 | -46363 | -70222 | -49543 | -60652 |
Profit Factor | 1.3287 | 1.4143 | 1.2609 | 1.2188 | 1.2827 | 1.1669 |
Total Trades | 183 | 92 | 91 | 183 | 92 | 91 |
Winning Trades | 108 | 57 | 51 | 108 | 57 | 51 |
Losing Trades | 75 | 35 | 40 | 75 | 35 | 40 |
Profitability (%) | 59.0164 | 61.9565 | 56.044 | 59.0164 | 61.9565 | 56.044 |
Ratio Avg Win / Avg Loss | 0.9227 | 0.8684 | 0.9889 | 0.8464 | 0.7876 | 0.9152 |
Largest Winning Trade | 17457 | 17099 | 17457 | 24813 | 24813 | 24024 |
Largest Losing Trade | -31427 | -20950 | -31427 | -40928 | -31821 | -40928 |
Avg Bars in Trades | 133 | 138 | 129 | 133 | 138 | 129 |
Avg Bars in Winners | 111 | 107 | 116 | 111 | 107 | 116 |
Avg Bars in Losers | 165 | 188 | 146 | 165 | 188 | 146 |
Bars Traded | 24473 | 12715 | 11757 | 24473 | 12715 | 11757 |
Profit Streak | 5.7131 | 15.6089 | 0 | 5.7131 | 15.6089 | 0 |
Trades During Streak | 1 | 3 | 0 | 1 | 3 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 314049 | -21533 | -60569 | 201475 | -60249 | -130477 |
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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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