Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 193201.7567 | 72480.7494 | 120721.0073 | 217189.7027 | 109329.1537 | 107860.5491 |
Total P&L (%) | 193.2018 | 72.4807 | 120.721 | 217.1897 | 109.3292 | 107.8605 |
Avg Daily Profit (%) | 0.1777 | 0.0666 | 0.111 | 0.1062 | 0.068 | 0.0673 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -93812 | -69412 | -90111 | -121899 | -75112 | -117538 |
Profit Factor | 1.4601 | 1.314 | 1.6384 | 1.4501 | 1.4227 | 1.4817 |
Total Trades | 143 | 72 | 71 | 143 | 72 | 71 |
Winning Trades | 81 | 35 | 46 | 81 | 35 | 46 |
Losing Trades | 62 | 37 | 25 | 62 | 37 | 25 |
Profitability (%) | 56.6434 | 48.6111 | 64.7887 | 56.6434 | 48.6111 | 64.7887 |
Ratio Avg Win / Avg Loss | 1.1176 | 1.3891 | 0.8904 | 1.11 | 1.504 | 0.8053 |
Largest Winning Trade | 27804 | 27804 | 22329 | 49116 | 49116 | 21142 |
Largest Losing Trade | -41099 | -41099 | -39266 | -54713 | -49493 | -54713 |
Avg Bars in Trades | 27 | 29 | 25 | 27 | 29 | 25 |
Avg Bars in Winners | 27 | 28 | 27 | 27 | 28 | 27 |
Avg Bars in Losers | 26 | 29 | 21 | 26 | 29 | 21 |
Bars Traded | 3907 | 2103 | 1804 | 3907 | 2103 | 1804 |
Profit Streak | 18.4249 | 18.4249 | 18.9249 | 18.4249 | 18.4249 | 18.9249 |
Trades During Streak | 2 | 1 | 1 | 2 | 1 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 398725 | -182929 | -128396 | -47619 | -179415 | -187464 |
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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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