Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 183078.6284 | 124421.8214 | 58656.8071 | 286649.5372 | 213458.1901 | 73191.3472 |
Total P&L (%) | 183.0786 | 124.4218 | 58.6568 | 286.6495 | 213.4582 | 73.1913 |
Avg Daily Profit (%) | 0.3173 | 0.2156 | 0.1016 | 0.2346 | 0.1982 | 0.0952 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -48208 | -31256 | -26971 | -137490 | -119165 | -107105 |
Profit Factor | 1.9223 | 2.0891 | 1.6961 | 1.4992 | 1.6553 | 1.2945 |
Total Trades | 80 | 40 | 40 | 80 | 40 | 40 |
Winning Trades | 38 | 19 | 19 | 38 | 19 | 19 |
Losing Trades | 42 | 21 | 21 | 42 | 21 | 21 |
Profitability (%) | 47.5 | 47.5 | 47.5 | 47.5 | 47.5 | 47.5 |
Ratio Avg Win / Avg Loss | 2.1246 | 2.309 | 1.8747 | 1.657 | 1.8295 | 1.4308 |
Largest Winning Trade | 61493 | 61493 | 21481 | 127885 | 127885 | 78014 |
Largest Losing Trade | -18151 | -18151 | -11574 | -76263 | -76263 | -52178 |
Avg Bars in Trades | 161 | 162 | 160 | 161 | 162 | 160 |
Avg Bars in Winners | 219 | 224 | 214 | 219 | 224 | 214 |
Avg Bars in Losers | 110 | 107 | 112 | 110 | 107 | 112 |
Bars Traded | 12953 | 6514 | 6439 | 12953 | 6514 | 6439 |
Profit Streak | 493.834 | 493.834 | 501.709 | 493.834 | 493.834 | 501.709 |
Trades During Streak | 2 | 1 | 1 | 2 | 1 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -11906 | 395156 | -55573 | -13850 | 359656 | -66547 |
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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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