Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 131483.3778 | 71704.5469 | 59778.8309 | 185253.6647 | 119090.1563 | 66163.5084 |
Total P&L (%) | 131.4834 | 71.7045 | 59.7788 | 185.2537 | 119.0902 | 66.1635 |
Avg Daily Profit (%) | 0.5049 | 0.2753 | 0.2295 | 0.4033 | 0.3016 | 0.1952 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -38559 | -13685 | -34694 | -80790 | -28925 | -71013 |
Profit Factor | 1.6598 | 1.9975 | 1.4692 | 1.4418 | 1.7942 | 1.2456 |
Total Trades | 121 | 61 | 60 | 121 | 61 | 60 |
Winning Trades | 54 | 31 | 23 | 54 | 31 | 23 |
Losing Trades | 67 | 30 | 37 | 67 | 30 | 37 |
Profitability (%) | 44.6281 | 50.8197 | 38.3333 | 44.6281 | 50.8197 | 38.3333 |
Ratio Avg Win / Avg Loss | 2.0593 | 1.9331 | 2.3635 | 1.7889 | 1.7364 | 2.0039 |
Largest Winning Trade | 35442 | 18834 | 35442 | 56306 | 29883 | 56306 |
Largest Losing Trade | -14997 | -5897 | -14997 | -32977 | -11782 | -32977 |
Avg Bars in Trades | 202 | 69 | 337 | 202 | 69 | 337 |
Avg Bars in Winners | 276 | 70 | 555 | 276 | 70 | 555 |
Avg Bars in Losers | 142 | 68 | 202 | 142 | 68 | 202 |
Bars Traded | 24488 | 4218 | 20270 | 24488 | 4218 | 20270 |
Profit Streak | 4.1053 | 18.5011 | 0 | 4.1053 | 18.5011 | 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 | 363063 | -149435 | -165969 | 292858 | -149603 | -167203 |
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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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