Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 156230.3557 | 93603.6969 | 62626.6588 | 220465.3892 | 147824.2833 | 72641.1059 |
Total P&L (%) | 156.2304 | 93.6037 | 62.6267 | 220.4654 | 147.8243 | 72.6411 |
Avg Daily Profit (%) | 0.5999 | 0.3594 | 0.2405 | 0.4482 | 0.3491 | 0.2099 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -35772 | -22729 | -22566 | -118215 | -74322 | -53951 |
Profit Factor | 1.8386 | 1.9478 | 1.7154 | 1.5883 | 1.7529 | 1.4072 |
Total Trades | 118 | 59 | 59 | 118 | 59 | 59 |
Winning Trades | 52 | 23 | 29 | 52 | 23 | 29 |
Losing Trades | 66 | 36 | 30 | 66 | 36 | 30 |
Profitability (%) | 44.0678 | 38.9831 | 49.1525 | 44.0678 | 38.9831 | 49.1525 |
Ratio Avg Win / Avg Loss | 2.3336 | 3.0488 | 1.7746 | 2.016 | 2.7437 | 1.4557 |
Largest Winning Trade | 83317 | 83317 | 29428 | 175916 | 175916 | 29661 |
Largest Losing Trade | -9984 | -6685 | -9984 | -27085 | -15302 | -27085 |
Avg Bars in Trades | 207 | 178 | 237 | 207 | 178 | 237 |
Avg Bars in Winners | 331 | 291 | 363 | 331 | 291 | 363 |
Avg Bars in Losers | 110 | 106 | 115 | 110 | 106 | 115 |
Bars Traded | 24526 | 10535 | 13991 | 24526 | 10535 | 13991 |
Profit Streak | 16.2583 | 20.55 | 16.2583 | 16.2583 | 20.55 | 16.2583 |
Trades During Streak | 4 | 3 | 2 | 4 | 3 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 456325 | -168485 | -166609 | 390499 | -168950 | -168891 |
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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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