Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 79675.3524 | 27570.6948 | 52104.6577 | 51374.0118 | 47176.8981 | 4197.1137 |
Total P&L (%) | 79.6754 | 27.5707 | 52.1047 | 51.374 | 47.1769 | 4.1971 |
Avg Daily Profit (%) | 0.3059 | 0.1059 | 0.2001 | 0.1593 | 0.1485 | 0.0158 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -64386 | -19449 | -76975 | -221346 | -57401 | -244806 |
Profit Factor | 1.2393 | 1.2294 | 1.2449 | 1.0667 | 1.1882 | 1.0081 |
Total Trades | 233 | 117 | 116 | 233 | 117 | 116 |
Winning Trades | 123 | 56 | 67 | 123 | 56 | 67 |
Losing Trades | 110 | 61 | 49 | 110 | 61 | 49 |
Profitability (%) | 52.7897 | 47.8632 | 57.7586 | 52.7897 | 47.8632 | 57.7586 |
Ratio Avg Win / Avg Loss | 1.1083 | 1.3391 | 0.9105 | 0.954 | 1.2943 | 0.7373 |
Largest Winning Trade | 13329 | 9636 | 13329 | 32600 | 21672 | 32600 |
Largest Losing Trade | -33636 | -11184 | -33636 | -95379 | -25632 | -95379 |
Avg Bars in Trades | 102 | 45 | 159 | 102 | 45 | 159 |
Avg Bars in Winners | 83 | 47 | 112 | 83 | 47 | 112 |
Avg Bars in Losers | 123 | 43 | 224 | 123 | 43 | 224 |
Bars Traded | 23840 | 5324 | 18516 | 23840 | 5324 | 18516 |
Profit Streak | 7.5354 | 10.0354 | 0 | 7.5354 | 10.0354 | 0 |
Trades During Streak | 1 | 2 | 0 | 1 | 2 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 327731 | -56687 | 139450 | -141888 | -11267 | -551468 |
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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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