Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 140226.1772 | 76883.0108 | 63343.1664 | 200975.9981 | 120918.287 | 80057.7111 |
Total P&L (%) | 140.2262 | 76.883 | 63.3432 | 200.976 | 120.9183 | 80.0577 |
Avg Daily Profit (%) | 0.5385 | 0.2952 | 0.2432 | 0.424 | 0.3048 | 0.2261 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -39138 | -26577 | -42155 | -70710 | -45320 | -77425 |
Profit Factor | 1.5927 | 1.6257 | 1.557 | 1.4691 | 1.5581 | 1.3781 |
Total Trades | 117 | 59 | 58 | 117 | 59 | 58 |
Winning Trades | 58 | 30 | 28 | 58 | 30 | 28 |
Losing Trades | 59 | 29 | 30 | 59 | 29 | 30 |
Profitability (%) | 49.5727 | 50.8475 | 48.2759 | 49.5727 | 50.8475 | 48.2759 |
Ratio Avg Win / Avg Loss | 1.6202 | 1.5715 | 1.6683 | 1.4945 | 1.5061 | 1.4766 |
Largest Winning Trade | 26823 | 26823 | 24315 | 40147 | 40147 | 24848 |
Largest Losing Trade | -18699 | -13941 | -18699 | -35494 | -26197 | -35494 |
Avg Bars in Trades | 206 | 223 | 188 | 206 | 223 | 188 |
Avg Bars in Winners | 239 | 248 | 228 | 239 | 248 | 228 |
Avg Bars in Losers | 173 | 197 | 151 | 173 | 197 | 151 |
Bars Traded | 24119 | 13175 | 10944 | 24119 | 13175 | 10944 |
Profit Streak | 5.4537 | 6.662 | 0 | 5.4537 | 6.662 | 0 |
Trades During Streak | 1 | 1 | 0 | 1 | 1 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 466341 | -165765 | -171808 | 363940 | -165988 | -173716 |
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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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