Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 149866.2093 | 95176.3221 | 54689.8872 | 190335.6402 | 125346.9369 | 64988.7032 |
Total P&L (%) | 149.8662 | 95.1763 | 54.6899 | 190.3356 | 125.3469 | 64.9887 |
Avg Daily Profit (%) | 0.5628 | 0.3574 | 0.2054 | 0.401 | 0.3056 | 0.1882 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -30290 | -45271 | -36290 | -72830 | -51472 | -65203 |
Profit Factor | 1.543 | 1.8006 | 1.3481 | 1.5272 | 1.8299 | 1.3095 |
Total Trades | 112 | 56 | 56 | 112 | 56 | 56 |
Winning Trades | 44 | 21 | 23 | 44 | 21 | 23 |
Losing Trades | 68 | 35 | 33 | 68 | 35 | 33 |
Profitability (%) | 39.2857 | 37.5 | 41.0714 | 39.2857 | 37.5 | 41.0714 |
Ratio Avg Win / Avg Loss | 2.3847 | 3.001 | 1.9343 | 2.3603 | 3.0499 | 1.8789 |
Largest Winning Trade | 41233 | 41233 | 29549 | 65448 | 65448 | 47803 |
Largest Losing Trade | -11277 | -8856 | -11277 | -24981 | -12259 | -24981 |
Avg Bars in Trades | 111 | 111 | 111 | 111 | 111 | 111 |
Avg Bars in Winners | 188 | 193 | 182 | 188 | 193 | 182 |
Avg Bars in Losers | 61 | 61 | 61 | 61 | 61 | 61 |
Bars Traded | 12468 | 6230 | 6238 | 12468 | 6230 | 6238 |
Profit Streak | 286.4941 | 286.4941 | 288.4108 | 286.4941 | 286.4941 | 288.4108 |
Trades During Streak | 3 | 1 | 3 | 3 | 1 | 3 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 342157 | -173601 | -175420 | 288923 | -173987 | -175116 |
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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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