Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 444113.5363 | 378597.5523 | 65515.984 | 55389.3517 | 40694.1873 | 14695.1644 |
Total P&L (%) | 444.1135 | 378.5976 | 65.516 | 55.3894 | 40.6942 | 14.6952 |
Avg Daily Profit (%) | 0.2745 | 0.234 | 0.0405 | 0.0272 | 0.0211 | 0.0085 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -176344 | -106774 | -216884 | -138026 | -86598 | -128372 |
Profit Factor | 1.4905 | 1.7994 | 1.1517 | 1.0916 | 1.1242 | 1.0531 |
Total Trades | 118 | 59 | 59 | 118 | 59 | 59 |
Winning Trades | 57 | 26 | 31 | 57 | 26 | 31 |
Losing Trades | 61 | 33 | 28 | 61 | 33 | 28 |
Profitability (%) | 48.3051 | 44.0678 | 52.5424 | 48.3051 | 44.0678 | 52.5424 |
Ratio Avg Win / Avg Loss | 1.5951 | 2.2839 | 1.0403 | 1.1682 | 1.4268 | 0.9512 |
Largest Winning Trade | 194561 | 194561 | 45106 | 75141 | 75141 | 48303 |
Largest Losing Trade | -49483 | -46253 | -49483 | -68466 | -68466 | -42555 |
Avg Bars in Trades | 162 | 182 | 142 | 162 | 182 | 142 |
Avg Bars in Winners | 210 | 245 | 182 | 210 | 245 | 182 |
Avg Bars in Losers | 117 | 132 | 98 | 117 | 132 | 98 |
Bars Traded | 19159 | 10746 | 8413 | 19159 | 10746 | 8413 |
Profit Streak | 554.0769 | 554.0769 | 609.3269 | 554.0769 | 554.0769 | 609.3269 |
Trades During Streak | 3 | 1 | 3 | 3 | 1 | 3 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 417799 | -167078 | -367758 | -276202 | -429161 | -540028 |
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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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