Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 133731.4675 | 87637.6298 | 46093.8377 | 152120.159 | 144914.586 | 7205.573 |
Total P&L (%) | 133.7315 | 87.6376 | 46.0938 | 152.1202 | 144.9146 | 7.2056 |
Avg Daily Profit (%) | 0.5022 | 0.3291 | 0.1731 | 0.3478 | 0.3369 | 0.0261 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -46675 | -35537 | -55763 | -114949 | -45897 | -138852 |
Profit Factor | 1.4953 | 1.7169 | 1.3119 | 1.3291 | 1.7347 | 1.0272 |
Total Trades | 109 | 54 | 55 | 109 | 54 | 55 |
Winning Trades | 48 | 21 | 27 | 48 | 21 | 27 |
Losing Trades | 61 | 33 | 28 | 61 | 33 | 28 |
Profitability (%) | 44.0367 | 38.8889 | 49.0909 | 44.0367 | 38.8889 | 49.0909 |
Ratio Avg Win / Avg Loss | 1.9003 | 2.6981 | 1.3605 | 1.689 | 2.726 | 1.0652 |
Largest Winning Trade | 40662 | 40662 | 24813 | 86580 | 86580 | 36507 |
Largest Losing Trade | -15850 | -11105 | -15850 | -41265 | -23056 | -41265 |
Avg Bars in Trades | 114 | 115 | 113 | 114 | 115 | 113 |
Avg Bars in Winners | 169 | 175 | 164 | 169 | 175 | 164 |
Avg Bars in Losers | 71 | 77 | 63 | 71 | 77 | 63 |
Bars Traded | 12474 | 6241 | 6233 | 12474 | 6241 | 6233 |
Profit Streak | 268.0742 | 0 | 279.6158 | 268.0742 | 0 | 279.6158 |
Trades During Streak | 1 | 0 | 2 | 1 | 0 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 351900 | -173774 | -174949 | 267850 | -173673 | -695181 |
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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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