Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 91142.8314 | 51398.8243 | 39744.0071 | 77948.8521 | 73127.0874 | 4821.7647 |
Total P&L (%) | 91.1428 | 51.3988 | 39.744 | 77.9489 | 73.1271 | 4.8218 |
Avg Daily Profit (%) | 0.35 | 0.1974 | 0.1526 | 0.2216 | 0.211 | 0.0181 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -53975 | -35323 | -51890 | -104016 | -47872 | -91983 |
Profit Factor | 1.231 | 1.2518 | 1.2087 | 1.1337 | 1.2495 | 1.0166 |
Total Trades | 219 | 109 | 110 | 219 | 109 | 110 |
Winning Trades | 117 | 54 | 63 | 117 | 54 | 63 |
Losing Trades | 102 | 55 | 47 | 102 | 55 | 47 |
Profitability (%) | 53.4247 | 49.5413 | 57.2727 | 53.4247 | 49.5413 | 57.2727 |
Ratio Avg Win / Avg Loss | 1.0732 | 1.275 | 0.9017 | 0.9884 | 1.2726 | 0.7584 |
Largest Winning Trade | 20736 | 20736 | 15373 | 34734 | 34734 | 12792 |
Largest Losing Trade | -24600 | -24600 | -16687 | -27789 | -26238 | -27789 |
Avg Bars in Trades | 112 | 115 | 108 | 112 | 115 | 108 |
Avg Bars in Winners | 98 | 101 | 95 | 98 | 101 | 95 |
Avg Bars in Losers | 128 | 130 | 126 | 128 | 130 | 126 |
Bars Traded | 24597 | 12643 | 11954 | 24597 | 12643 | 11954 |
Profit Streak | 5.0564 | 5.0564 | 5.421 | 5.0564 | 5.0564 | 5.421 |
Trades During Streak | 5 | 2 | 3 | 5 | 2 | 3 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 376222 | 197788 | 133763 | -65428 | 246103 | -537484 |
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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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