Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 126638.367 | 82971.5426 | 43666.8244 | 131816.2965 | 109843.4272 | 21972.8693 |
Total P&L (%) | 126.6384 | 82.9715 | 43.6668 | 131.8163 | 109.8434 | 21.9729 |
Avg Daily Profit (%) | 0.4755 | 0.3116 | 0.164 | 0.3162 | 0.2787 | 0.0746 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -41404 | -35176 | -58807 | -80791 | -36828 | -111809 |
Profit Factor | 1.4645 | 1.6952 | 1.2848 | 1.348 | 1.713 | 1.0978 |
Total Trades | 116 | 58 | 58 | 116 | 58 | 58 |
Winning Trades | 53 | 26 | 27 | 53 | 26 | 27 |
Losing Trades | 63 | 32 | 31 | 63 | 32 | 31 |
Profitability (%) | 45.6897 | 44.8276 | 46.5517 | 45.6897 | 44.8276 | 46.5517 |
Ratio Avg Win / Avg Loss | 1.7408 | 2.0864 | 1.4752 | 1.6023 | 2.1083 | 1.2604 |
Largest Winning Trade | 38621 | 38621 | 25828 | 62864 | 62864 | 35954 |
Largest Losing Trade | -14518 | -10689 | -14518 | -26832 | -16039 | -26832 |
Avg Bars in Trades | 107 | 107 | 107 | 107 | 107 | 107 |
Avg Bars in Winners | 159 | 157 | 160 | 159 | 157 | 160 |
Avg Bars in Losers | 63 | 66 | 61 | 63 | 66 | 61 |
Bars Traded | 12464 | 6229 | 6235 | 12464 | 6229 | 6235 |
Profit Streak | 274.6062 | 274.6062 | 276.4187 | 274.6062 | 274.6062 | 276.4187 |
Trades During Streak | 3 | 1 | 3 | 3 | 1 | 3 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 388107 | -171068 | -176015 | 313463 | -171314 | -393292 |
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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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