Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 253888.8785 | 96386.1604 | 157502.7181 | 158877.7945 | 54414.3442 | 104463.4503 |
Total P&L (%) | 253.8889 | 96.3862 | 157.5027 | 158.8778 | 54.4143 | 104.4635 |
Avg Daily Profit (%) | 0.1589 | 0.0603 | 0.0986 | 0.0596 | 0.0272 | 0.0448 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -101114 | -117754 | -48348 | -160906 | -95448 | -109300 |
Profit Factor | 1.4707 | 1.3077 | 1.6968 | 1.2054 | 1.1287 | 1.2978 |
Total Trades | 117 | 59 | 58 | 117 | 59 | 58 |
Winning Trades | 58 | 27 | 31 | 58 | 27 | 31 |
Losing Trades | 59 | 32 | 27 | 59 | 32 | 27 |
Profitability (%) | 49.5727 | 45.7627 | 53.4483 | 49.5727 | 45.7627 | 53.4483 |
Ratio Avg Win / Avg Loss | 1.4961 | 1.5498 | 1.4778 | 1.2262 | 1.3377 | 1.1303 |
Largest Winning Trade | 124418 | 124418 | 58379 | 102342 | 82530 | 102342 |
Largest Losing Trade | -36131 | -36131 | -21539 | -59690 | -59690 | -46676 |
Avg Bars in Trades | 50 | 38 | 62 | 50 | 38 | 62 |
Avg Bars in Winners | 68 | 44 | 89 | 68 | 44 | 89 |
Avg Bars in Losers | 32 | 33 | 32 | 32 | 33 | 32 |
Bars Traded | 5925 | 2283 | 3642 | 5925 | 2283 | 3642 |
Profit Streak | 0 | 0 | 61.4514 | 0 | 0 | 61.4514 |
Trades During Streak | 0 | 0 | 1 | 0 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 307495 | -289458 | -238313 | -113754 | -414872 | -312085 |
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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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