Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 154424.4783 | 107829.6678 | 46594.8105 | 150181.4812 | 135352.4681 | 14829.0131 |
Total P&L (%) | 154.4245 | 107.8297 | 46.5948 | 150.1815 | 135.3525 | 14.829 |
Avg Daily Profit (%) | 0.1482 | 0.1035 | 0.0447 | 0.0881 | 0.0822 | 0.0133 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -50477 | -40255 | -46621 | -141899 | -97611 | -126725 |
Profit Factor | 1.5248 | 1.8964 | 1.2678 | 1.264 | 1.5943 | 1.0435 |
Total Trades | 105 | 52 | 53 | 105 | 52 | 53 |
Winning Trades | 75 | 34 | 41 | 75 | 34 | 41 |
Losing Trades | 30 | 18 | 12 | 30 | 18 | 12 |
Profitability (%) | 71.4286 | 65.3846 | 77.3585 | 71.4286 | 65.3846 | 77.3585 |
Ratio Avg Win / Avg Loss | 0.6099 | 1.004 | 0.3711 | 0.5056 | 0.844 | 0.3054 |
Largest Winning Trade | 39311 | 39311 | 13547 | 44780 | 44780 | 22903 |
Largest Losing Trade | -46621 | -25652 | -46621 | -126725 | -68796 | -126725 |
Avg Bars in Trades | 230 | 257 | 204 | 230 | 257 | 204 |
Avg Bars in Winners | 142 | 146 | 138 | 142 | 146 | 138 |
Avg Bars in Losers | 452 | 468 | 428 | 452 | 468 | 428 |
Bars Traded | 24254 | 13409 | 10845 | 24254 | 13409 | 10845 |
Profit Streak | 9.0328 | 0 | 54.8245 | 9.0328 | 0 | 54.8245 |
Trades During Streak | 1 | 0 | 3 | 1 | 0 | 3 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 311406 | -230356 | -311684 | -73177 | -261050 | -540138 |
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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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