Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 78161.7526 | 45707.1893 | 32454.5633 | 69888.4703 | 58129.383 | 11759.0873 |
Total P&L (%) | 78.1618 | 45.7072 | 32.4546 | 69.8885 | 58.1294 | 11.7591 |
Avg Daily Profit (%) | 0.5627 | 0.329 | 0.2336 | 0.3823 | 0.3304 | 0.0801 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -41881 | -20330 | -44485 | -57138 | -19147 | -73222 |
Profit Factor | 1.4675 | 1.7651 | 1.302 | 1.335 | 1.8939 | 1.0819 |
Total Trades | 108 | 54 | 54 | 108 | 54 | 54 |
Winning Trades | 82 | 39 | 43 | 82 | 39 | 43 |
Losing Trades | 26 | 15 | 11 | 26 | 15 | 11 |
Profitability (%) | 75.9259 | 72.2222 | 79.6296 | 75.9259 | 72.2222 | 79.6296 |
Ratio Avg Win / Avg Loss | 0.4653 | 0.6789 | 0.3331 | 0.4233 | 0.7284 | 0.2768 |
Largest Winning Trade | 9189 | 8238 | 9189 | 12472 | 8091 | 12472 |
Largest Losing Trade | -37599 | -13749 | -37599 | -51743 | -14368 | -51743 |
Avg Bars in Trades | 120 | 116 | 124 | 120 | 116 | 124 |
Avg Bars in Winners | 91 | 85 | 97 | 91 | 85 | 97 |
Avg Bars in Losers | 211 | 198 | 229 | 211 | 198 | 229 |
Bars Traded | 12998 | 6296 | 6702 | 12998 | 6296 | 6702 |
Profit Streak | 145.2988 | 151.1217 | 145.2988 | 145.2988 | 151.1217 | 145.2988 |
Trades During Streak | 13 | 8 | 6 | 13 | 8 | 6 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 502250 | -169874 | -173106 | 417319 | -168690 | -505770 |
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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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