Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 96515.9694 | 56488.8583 | 40027.1111 | 99083.7505 | 71371.4474 | 27712.3032 |
Total P&L (%) | 96.516 | 56.4889 | 40.0271 | 99.0838 | 71.3714 | 27.7123 |
Avg Daily Profit (%) | 0.6948 | 0.4067 | 0.2882 | 0.4969 | 0.3885 | 0.1762 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -54171 | -18711 | -49305 | -100503 | -27289 | -99879 |
Profit Factor | 1.5958 | 1.9201 | 1.3979 | 1.3797 | 1.766 | 1.1651 |
Total Trades | 105 | 53 | 52 | 105 | 53 | 52 |
Winning Trades | 71 | 34 | 37 | 71 | 34 | 37 |
Losing Trades | 34 | 19 | 15 | 34 | 19 | 15 |
Profitability (%) | 67.619 | 64.1509 | 71.1538 | 67.619 | 64.1509 | 71.1538 |
Ratio Avg Win / Avg Loss | 0.7642 | 1.073 | 0.5667 | 0.6607 | 0.9869 | 0.4724 |
Largest Winning Trade | 16284 | 15666 | 16284 | 27454 | 18147 | 27454 |
Largest Losing Trade | -42414 | -15625 | -42414 | -82141 | -23674 | -82141 |
Avg Bars in Trades | 122 | 122 | 121 | 122 | 122 | 121 |
Avg Bars in Winners | 89 | 79 | 98 | 89 | 79 | 98 |
Avg Bars in Losers | 190 | 200 | 178 | 190 | 200 | 178 |
Bars Traded | 12812 | 6500 | 6312 | 12812 | 6500 | 6312 |
Profit Streak | 0 | 0 | 135.0262 | 0 | 0 | 135.0262 |
Trades During Streak | 0 | 0 | 3 | 0 | 0 | 3 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 472853 | -168980 | -172573 | 364412 | -170198 | -214181 |
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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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