Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 129763.6769 | 29920.7058 | 99842.9711 | 155636.2056 | 63777.53 | 91858.6756 |
Total P&L (%) | 129.7637 | 29.9207 | 99.843 | 155.6362 | 63.7775 | 91.8587 |
Avg Daily Profit (%) | 0.4983 | 0.1149 | 0.3834 | 0.3611 | 0.1896 | 0.2505 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -52298 | -29974 | -45049 | -180805 | -86048 | -163402 |
Profit Factor | 1.5272 | 1.2748 | 1.7275 | 1.2259 | 1.2458 | 1.2138 |
Total Trades | 119 | 60 | 59 | 119 | 60 | 59 |
Winning Trades | 72 | 36 | 36 | 72 | 36 | 36 |
Losing Trades | 47 | 24 | 23 | 47 | 24 | 23 |
Profitability (%) | 60.5042 | 60 | 61.0169 | 60.5042 | 60 | 61.0169 |
Ratio Avg Win / Avg Loss | 0.9969 | 0.8498 | 1.1037 | 0.8002 | 0.8305 | 0.7755 |
Largest Winning Trade | 41871 | 30892 | 41871 | 74946 | 37198 | 74946 |
Largest Losing Trade | -27582 | -13760 | -27582 | -106791 | -26016 | -106791 |
Avg Bars in Trades | 207 | 63 | 354 | 207 | 63 | 354 |
Avg Bars in Winners | 147 | 64 | 229 | 147 | 64 | 229 |
Avg Bars in Losers | 300 | 61 | 548 | 300 | 61 | 548 |
Bars Traded | 24701 | 3799 | 20902 | 24701 | 3799 | 20902 |
Profit Streak | 0 | 0 | 6.0824 | 0 | 0 | 6.0824 |
Trades During Streak | 0 | 0 | 1 | 0 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 369293 | -213749 | -164599 | 260775 | -164076 | -170008 |
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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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