Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 94668.5947 | 46549.3872 | 48119.2075 | 78681.8337 | 47926.1759 | 30755.6578 |
Total P&L (%) | 94.6686 | 46.5494 | 48.1192 | 78.6818 | 47.9262 | 30.7557 |
Avg Daily Profit (%) | 0.1818 | 0.0894 | 0.0924 | 0.1115 | 0.0752 | 0.0515 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -61766 | -10974 | -75424 | -60709 | -13741 | -67606 |
Profit Factor | 1.3844 | 1.7628 | 1.2598 | 1.2825 | 1.6786 | 1.1479 |
Total Trades | 107 | 54 | 53 | 107 | 54 | 53 |
Winning Trades | 57 | 29 | 28 | 57 | 29 | 28 |
Losing Trades | 50 | 25 | 25 | 50 | 25 | 25 |
Profitability (%) | 53.271 | 53.7037 | 52.8302 | 53.271 | 53.7037 | 52.8302 |
Ratio Avg Win / Avg Loss | 1.2144 | 1.5197 | 1.1248 | 1.125 | 1.4471 | 1.0249 |
Largest Winning Trade | 34170 | 8560 | 34170 | 29297 | 11848 | 29297 |
Largest Losing Trade | -19133 | -6704 | -19133 | -33432 | -10590 | -33432 |
Avg Bars in Trades | 227 | 34 | 423 | 227 | 34 | 423 |
Avg Bars in Winners | 303 | 36 | 580 | 303 | 36 | 580 |
Avg Bars in Losers | 140 | 32 | 247 | 140 | 32 | 247 |
Bars Traded | 24315 | 1887 | 22428 | 24315 | 1887 | 22428 |
Profit Streak | 8.1659 | 26.9159 | 8.1659 | 8.1659 | 26.9159 | 8.1659 |
Trades During Streak | 3 | 3 | 1 | 3 | 3 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 351402 | -250616 | -250867 | -42457 | -270661 | -364560 |
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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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