Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 151597.5189 | 95300.0368 | 56297.4821 | 200019.6678 | 149017.746 | 51001.9218 |
Total P&L (%) | 151.5975 | 95.3 | 56.2975 | 200.0197 | 149.0177 | 51.0019 |
Avg Daily Profit (%) | 0.5693 | 0.3579 | 0.2114 | 0.4134 | 0.3432 | 0.1549 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -31755 | -31920 | -53976 | -77056 | -44289 | -123132 |
Profit Factor | 1.5895 | 1.8133 | 1.4021 | 1.4812 | 1.847 | 1.2127 |
Total Trades | 116 | 58 | 58 | 116 | 58 | 58 |
Winning Trades | 52 | 24 | 28 | 52 | 24 | 28 |
Losing Trades | 64 | 34 | 30 | 64 | 34 | 30 |
Profitability (%) | 44.8276 | 41.3793 | 48.2759 | 44.8276 | 41.3793 | 48.2759 |
Ratio Avg Win / Avg Loss | 1.9563 | 2.5689 | 1.5023 | 1.823 | 2.6166 | 1.2993 |
Largest Winning Trade | 38621 | 38621 | 25828 | 73518 | 73518 | 46041 |
Largest Losing Trade | -15246 | -10689 | -15246 | -37258 | -20306 | -37258 |
Avg Bars in Trades | 107 | 107 | 107 | 107 | 107 | 107 |
Avg Bars in Winners | 160 | 165 | 156 | 160 | 165 | 156 |
Avg Bars in Losers | 64 | 66 | 62 | 64 | 66 | 62 |
Bars Traded | 12465 | 6229 | 6236 | 12465 | 6229 | 6236 |
Profit Streak | 288.0472 | 288.0472 | 289.8597 | 288.0472 | 288.0472 | 289.8597 |
Trades During Streak | 3 | 1 | 3 | 3 | 1 | 3 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 432332 | -171786 | -172130 | 360547 | -171846 | -175235 |
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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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