Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 189628.6054 | 95467.7944 | 94160.811 | 238462.6264 | 106861.8038 | 131600.8225 |
Total P&L (%) | 189.6286 | 95.4678 | 94.1608 | 238.4626 | 106.8618 | 131.6008 |
Avg Daily Profit (%) | 0.3286 | 0.1654 | 0.1632 | 0.2115 | 0.126 | 0.1456 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -44807 | -44347 | -38552 | -145383 | -142153 | -120837 |
Profit Factor | 1.7543 | 1.6583 | 1.8852 | 1.3906 | 1.3013 | 1.5143 |
Total Trades | 123 | 62 | 61 | 123 | 62 | 61 |
Winning Trades | 58 | 27 | 31 | 58 | 27 | 31 |
Losing Trades | 65 | 35 | 30 | 65 | 35 | 30 |
Profitability (%) | 47.1545 | 43.5484 | 50.8197 | 47.1545 | 43.5484 | 50.8197 |
Ratio Avg Win / Avg Loss | 1.966 | 2.1496 | 1.8244 | 1.5584 | 1.6869 | 1.4655 |
Largest Winning Trade | 67486 | 67486 | 46076 | 146445 | 146445 | 100689 |
Largest Losing Trade | -22759 | -22759 | -11330 | -76773 | -76773 | -33500 |
Avg Bars in Trades | 110 | 140 | 80 | 110 | 140 | 80 |
Avg Bars in Winners | 147 | 200 | 100 | 147 | 200 | 100 |
Avg Bars in Losers | 77 | 94 | 58 | 77 | 94 | 58 |
Bars Traded | 13587 | 8705 | 4882 | 13587 | 8705 | 4882 |
Profit Streak | 0 | 0 | 506.2768 | 0 | 0 | 506.2768 |
Trades During Streak | 0 | 0 | 2 | 0 | 0 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 391528 | -146890 | -150119 | 298701 | -180910 | -158230 |
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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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