Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 153948.6031 | 101326.2439 | 52622.3591 | 130499.6981 | 99430.7536 | 31068.9445 |
Total P&L (%) | 153.9486 | 101.3262 | 52.6224 | 130.4997 | 99.4308 | 31.0689 |
Avg Daily Profit (%) | 0.1673 | 0.1101 | 0.0572 | 0.0908 | 0.0751 | 0.0294 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -78894 | -69316 | -60469 | -244571 | -182917 | -202824 |
Profit Factor | 1.3133 | 1.4462 | 1.1991 | 1.1152 | 1.1859 | 1.052 |
Total Trades | 219 | 109 | 110 | 219 | 109 | 110 |
Winning Trades | 101 | 49 | 52 | 101 | 49 | 52 |
Losing Trades | 118 | 60 | 58 | 118 | 60 | 58 |
Profitability (%) | 46.1187 | 44.9541 | 47.2727 | 46.1187 | 44.9541 | 47.2727 |
Ratio Avg Win / Avg Loss | 1.5343 | 1.7709 | 1.3374 | 1.3029 | 1.4522 | 1.1733 |
Largest Winning Trade | 40973 | 40973 | 30006 | 103248 | 103248 | 40183 |
Largest Losing Trade | -21436 | -16388 | -21436 | -77522 | -43911 | -77522 |
Avg Bars in Trades | 98 | 104 | 92 | 98 | 104 | 92 |
Avg Bars in Winners | 141 | 148 | 134 | 141 | 148 | 134 |
Avg Bars in Losers | 62 | 69 | 55 | 62 | 69 | 55 |
Bars Traded | 21621 | 11408 | 10213 | 21621 | 11408 | 10213 |
Profit Streak | 130.2252 | 0 | 130.3919 | 130.2252 | 0 | 130.3919 |
Trades During Streak | 1 | 0 | 1 | 1 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 317605 | -46106 | -120021 | -165326 | -110944 | -320739 |
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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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