Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 111306.2648 | 21612.7456 | 89693.5192 | 96885.6458 | 26819.6666 | 70065.9792 |
Total P&L (%) | 111.3063 | 21.6127 | 89.6935 | 96.8856 | 26.8197 | 70.066 |
Avg Daily Profit (%) | 0.2137 | 0.0415 | 0.1722 | 0.1302 | 0.0456 | 0.102 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -46173 | -29917 | -49578 | -70499 | -38947 | -93970 |
Profit Factor | 1.3361 | 1.156 | 1.4656 | 1.2069 | 1.1475 | 1.2446 |
Total Trades | 191 | 96 | 95 | 191 | 96 | 95 |
Winning Trades | 123 | 56 | 67 | 123 | 56 | 67 |
Losing Trades | 68 | 40 | 28 | 68 | 40 | 28 |
Profitability (%) | 64.3979 | 58.3333 | 70.5263 | 64.3979 | 58.3333 | 70.5263 |
Ratio Avg Win / Avg Loss | 0.7387 | 0.8257 | 0.6125 | 0.6672 | 0.8196 | 0.5201 |
Largest Winning Trade | 18100 | 8302 | 18100 | 19313 | 10781 | 19313 |
Largest Losing Trade | -39249 | -12289 | -39249 | -59551 | -16892 | -59551 |
Avg Bars in Trades | 126 | 65 | 188 | 126 | 65 | 188 |
Avg Bars in Winners | 101 | 53 | 141 | 101 | 53 | 141 |
Avg Bars in Losers | 173 | 83 | 302 | 173 | 83 | 302 |
Bars Traded | 24252 | 6299 | 17953 | 24252 | 6299 | 17953 |
Profit Streak | 13.6914 | 13.6914 | 13.7122 | 13.6914 | 13.6914 | 13.7122 |
Trades During Streak | 2 | 1 | 1 | 2 | 1 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 351037 | -193072 | 341347 | -18041 | -194524 | -56048 |
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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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