Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 170489.4971 | 90231.3953 | 80258.1018 | 262871.9658 | 156892.3568 | 105979.609 |
Total P&L (%) | 170.4895 | 90.2314 | 80.2581 | 262.872 | 156.8924 | 105.9796 |
Avg Daily Profit (%) | 0.3273 | 0.1732 | 0.1541 | 0.2478 | 0.1813 | 0.1388 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -65896 | -45681 | -36298 | -100222 | -43034 | -104655 |
Profit Factor | 1.6279 | 1.7999 | 1.5057 | 1.5976 | 1.9656 | 1.3821 |
Total Trades | 116 | 58 | 58 | 116 | 58 | 58 |
Winning Trades | 74 | 34 | 40 | 74 | 34 | 40 |
Losing Trades | 42 | 24 | 18 | 42 | 24 | 18 |
Profitability (%) | 63.7931 | 58.6207 | 68.9655 | 63.7931 | 58.6207 | 68.9655 |
Ratio Avg Win / Avg Loss | 0.9239 | 1.2705 | 0.6775 | 0.9068 | 1.3875 | 0.6219 |
Largest Winning Trade | 29460 | 29460 | 24493 | 35795 | 34834 | 35795 |
Largest Losing Trade | -24211 | -20416 | -24211 | -81066 | -20667 | -81066 |
Avg Bars in Trades | 210 | 226 | 195 | 210 | 226 | 195 |
Avg Bars in Winners | 158 | 184 | 137 | 158 | 184 | 137 |
Avg Bars in Losers | 302 | 285 | 325 | 302 | 285 | 325 |
Bars Traded | 24474 | 13137 | 11337 | 24474 | 13137 | 11337 |
Profit Streak | 14.5995 | 14.5995 | 31.2453 | 14.5995 | 14.5995 | 31.2453 |
Trades During Streak | 4 | 2 | 5 | 4 | 2 | 5 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 435323 | -168737 | -169727 | 408378 | -168348 | -185400 |
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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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