Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 166387.4813 | 82428.381 | 83959.1003 | 316290.3718 | 215662.2327 | 100628.1391 |
Total P&L (%) | 166.3875 | 82.4284 | 83.9591 | 316.2904 | 215.6622 | 100.6281 |
Avg Daily Profit (%) | 0.6389 | 0.3165 | 0.3224 | 0.5492 | 0.4424 | 0.2677 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -24322 | -14475 | -31242 | -71730 | -30858 | -92427 |
Profit Factor | 2.1332 | 2.6633 | 1.8631 | 1.8288 | 2.8292 | 1.3816 |
Total Trades | 118 | 59 | 59 | 118 | 59 | 59 |
Winning Trades | 54 | 28 | 26 | 54 | 28 | 26 |
Losing Trades | 64 | 31 | 33 | 64 | 31 | 33 |
Profitability (%) | 45.7627 | 47.4576 | 44.0678 | 45.7627 | 47.4576 | 44.0678 |
Ratio Avg Win / Avg Loss | 2.5282 | 2.9486 | 2.3647 | 2.1675 | 3.1324 | 1.7535 |
Largest Winning Trade | 33811 | 23456 | 33811 | 66137 | 52162 | 66137 |
Largest Losing Trade | -8723 | -7567 | -8723 | -23510 | -11335 | -23510 |
Avg Bars in Trades | 206 | 57 | 356 | 206 | 57 | 356 |
Avg Bars in Winners | 329 | 86 | 591 | 329 | 86 | 591 |
Avg Bars in Losers | 103 | 30 | 171 | 103 | 30 | 171 |
Bars Traded | 24400 | 3371 | 21029 | 24400 | 3371 | 21029 |
Profit Streak | 12.6814 | 12.7022 | 12.6814 | 12.6814 | 12.7022 | 12.6814 |
Trades During Streak | 5 | 3 | 2 | 5 | 3 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 514842 | -163860 | -167097 | 466078 | -162464 | -169407 |
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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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