Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 227628.4863 | 148981.7683 | 78646.718 | 148886.512 | 105665.5663 | 43220.9457 |
Total P&L (%) | 227.6285 | 148.9818 | 78.6467 | 148.8865 | 105.6656 | 43.2209 |
Avg Daily Profit (%) | 0.1609 | 0.1053 | 0.0556 | 0.0645 | 0.051 | 0.0254 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -83144 | -45175 | -106958 | -91315 | -37237 | -135877 |
Profit Factor | 1.4016 | 1.7347 | 1.2161 | 1.2811 | 1.5769 | 1.1248 |
Total Trades | 122 | 61 | 61 | 122 | 61 | 61 |
Winning Trades | 68 | 31 | 37 | 68 | 31 | 37 |
Losing Trades | 54 | 30 | 24 | 54 | 30 | 24 |
Profitability (%) | 55.7377 | 50.8197 | 60.6557 | 55.7377 | 50.8197 | 60.6557 |
Ratio Avg Win / Avg Loss | 1.1131 | 1.6787 | 0.7888 | 1.0174 | 1.526 | 0.7296 |
Largest Winning Trade | 51433 | 51433 | 40640 | 41304 | 39190 | 41304 |
Largest Losing Trade | -34083 | -31679 | -34083 | -38203 | -38203 | -37932 |
Avg Bars in Trades | 22 | 14 | 30 | 22 | 14 | 30 |
Avg Bars in Winners | 25 | 15 | 32 | 25 | 15 | 32 |
Avg Bars in Losers | 19 | 13 | 26 | 19 | 13 | 26 |
Bars Traded | 2748 | 896 | 1852 | 2748 | 896 | 1852 |
Profit Streak | 127.9166 | 127.9166 | 156.4166 | 127.9166 | 127.9166 | 156.4166 |
Trades During Streak | 6 | 3 | 4 | 6 | 3 | 4 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 388400 | -209080 | -279710 | -104092 | -281900 | -404758 |
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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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