Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 163681.5735 | 112056.4328 | 51625.1407 | 192646.4985 | 192445.9509 | 200.5477 |
Total P&L (%) | 163.6816 | 112.0564 | 51.6251 | 192.6465 | 192.446 | 0.2005 |
Avg Daily Profit (%) | 0.6146 | 0.4208 | 0.1939 | 0.404 | 0.4038 | 0.0008 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -59569 | -29897 | -67630 | -163015 | -53265 | -178487 |
Profit Factor | 1.4678 | 1.7423 | 1.2595 | 1.3163 | 1.8215 | 1.0005 |
Total Trades | 118 | 59 | 59 | 118 | 59 | 59 |
Winning Trades | 53 | 26 | 27 | 53 | 26 | 27 |
Losing Trades | 65 | 33 | 32 | 65 | 33 | 32 |
Profitability (%) | 44.9153 | 44.0678 | 45.7627 | 44.9153 | 44.0678 | 45.7627 |
Ratio Avg Win / Avg Loss | 1.8001 | 2.2114 | 1.4927 | 1.6143 | 2.3119 | 1.1858 |
Largest Winning Trade | 36061 | 36061 | 27270 | 88866 | 88866 | 48099 |
Largest Losing Trade | -22668 | -13438 | -22668 | -59309 | -22348 | -59309 |
Avg Bars in Trades | 105 | 103 | 108 | 105 | 103 | 108 |
Avg Bars in Winners | 141 | 140 | 143 | 141 | 140 | 143 |
Avg Bars in Losers | 76 | 74 | 79 | 76 | 74 | 79 |
Bars Traded | 12503 | 6094 | 6409 | 12503 | 6094 | 6409 |
Profit Streak | 278.9114 | 280.2447 | 278.9114 | 278.9114 | 280.2447 | 278.9114 |
Trades During Streak | 3 | 2 | 1 | 3 | 2 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 420969 | -166584 | -172936 | 322840 | -166576 | -756636 |
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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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