Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 240807.617 | 194280.5133 | 46527.1038 | 90402 | 111185.2507 | -20783.2506 |
Total P&L (%) | 240.8076 | 194.2805 | 46.5271 | 90.402 | 111.1853 | -20.7833 |
Avg Daily Profit (%) | 0.2312 | 0.1865 | 0.0447 | 0.0618 | 0.0718 | -0.0224 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -141407 | -110385 | -72127 | -206076 | -176532 | -136750 |
Profit Factor | 1.36 | 1.6361 | 1.128 | 1.0822 | 1.2152 | 0.9644 |
Total Trades | 171 | 85 | 86 | 171 | 85 | 86 |
Winning Trades | 103 | 51 | 52 | 103 | 51 | 52 |
Losing Trades | 68 | 34 | 34 | 68 | 34 | 34 |
Profitability (%) | 60.2339 | 60 | 60.4651 | 60.2339 | 60 | 60.4651 |
Ratio Avg Win / Avg Loss | 0.8978 | 1.0908 | 0.7375 | 0.7144 | 0.8101 | 0.6306 |
Largest Winning Trade | 31989 | 31989 | 30643 | 46969 | 46969 | 38688 |
Largest Losing Trade | -64294 | -47661 | -64294 | -105476 | -102329 | -105476 |
Avg Bars in Trades | 144 | 161 | 127 | 144 | 161 | 127 |
Avg Bars in Winners | 126 | 140 | 112 | 126 | 140 | 112 |
Avg Bars in Losers | 170 | 192 | 148 | 170 | 192 | 148 |
Bars Traded | 24632 | 13707 | 10925 | 24632 | 13707 | 10925 |
Profit Streak | 9.2452 | 15.7452 | 9.2452 | 9.2452 | 15.7452 | 9.2452 |
Trades During Streak | 2 | 1 | 1 | 2 | 1 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 360215 | 407522 | -214337 | -238818 | -97353 | -578800 |
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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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