Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 197500.8144 | 69031.1672 | 128469.6472 | 289143.5304 | 128772.0243 | 160371.5061 |
Total P&L (%) | 197.5008 | 69.0312 | 128.4696 | 289.1435 | 128.772 | 160.3715 |
Avg Daily Profit (%) | 0.3792 | 0.1325 | 0.2467 | 0.2612 | 0.159 | 0.1839 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -52156 | -56809 | -33776 | -158752 | -62214 | -127430 |
Profit Factor | 1.601 | 1.3827 | 1.8668 | 1.4659 | 1.4455 | 1.4836 |
Total Trades | 114 | 57 | 57 | 114 | 57 | 57 |
Winning Trades | 70 | 34 | 36 | 70 | 34 | 36 |
Losing Trades | 44 | 23 | 21 | 44 | 23 | 21 |
Profitability (%) | 61.4035 | 59.6491 | 63.1579 | 61.4035 | 59.6491 | 63.1579 |
Ratio Avg Win / Avg Loss | 1.0064 | 0.9353 | 1.089 | 0.9214 | 0.9778 | 0.8655 |
Largest Winning Trade | 35470 | 29150 | 35470 | 46847 | 37678 | 46847 |
Largest Losing Trade | -33776 | -28293 | -33776 | -127430 | -39972 | -127430 |
Avg Bars in Trades | 214 | 220 | 208 | 214 | 220 | 208 |
Avg Bars in Winners | 151 | 145 | 155 | 151 | 145 | 155 |
Avg Bars in Losers | 316 | 331 | 299 | 316 | 331 | 299 |
Bars Traded | 24489 | 12586 | 11903 | 24489 | 12586 | 11903 |
Profit Streak | 12.8507 | 21.3715 | 12.8507 | 12.8507 | 21.3715 | 12.8507 |
Trades During Streak | 2 | 1 | 1 | 2 | 1 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 481160 | -196049 | -167855 | 355274 | -172245 | -171284 |
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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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