Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 178582.2775 | 114544.4836 | 64037.7939 | 257994.1837 | 218271.0289 | 39723.1549 |
Total P&L (%) | 178.5823 | 114.5445 | 64.0378 | 257.9942 | 218.271 | 39.7232 |
Avg Daily Profit (%) | 0.6706 | 0.4301 | 0.2405 | 0.48 | 0.4357 | 0.1257 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -59018 | -24975 | -54554 | -183715 | -79506 | -173352 |
Profit Factor | 1.5893 | 1.8011 | 1.4001 | 1.4114 | 1.8251 | 1.1096 |
Total Trades | 109 | 55 | 54 | 109 | 55 | 54 |
Winning Trades | 52 | 26 | 26 | 52 | 26 | 26 |
Losing Trades | 57 | 29 | 28 | 57 | 29 | 28 |
Profitability (%) | 47.7064 | 47.2727 | 48.1481 | 47.7064 | 47.2727 | 48.1481 |
Ratio Avg Win / Avg Loss | 1.7421 | 2.0089 | 1.5077 | 1.5471 | 2.0357 | 1.1949 |
Largest Winning Trade | 31400 | 31400 | 28225 | 93202 | 93202 | 62231 |
Largest Losing Trade | -18669 | -15525 | -18669 | -60852 | -48676 | -60852 |
Avg Bars in Trades | 115 | 116 | 115 | 115 | 116 | 115 |
Avg Bars in Winners | 148 | 155 | 142 | 148 | 155 | 142 |
Avg Bars in Losers | 85 | 81 | 89 | 85 | 81 | 89 |
Bars Traded | 12609 | 6393 | 6216 | 12609 | 6393 | 6216 |
Profit Streak | 281.714 | 282.2765 | 281.714 | 281.714 | 282.2765 | 281.714 |
Trades During Streak | 3 | 2 | 1 | 3 | 2 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 503129 | -168519 | -172187 | 405380 | -168425 | -309036 |
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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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