Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 107045.4139 | 83543.0969 | 23502.3169 | 113356.3268 | 108040.8369 | 5315.4899 |
Total P&L (%) | 107.0454 | 83.5431 | 23.5023 | 113.3563 | 108.0408 | 5.3155 |
Avg Daily Profit (%) | 0.411 | 0.3208 | 0.0902 | 0.2914 | 0.2817 | 0.0199 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -34904 | -27077 | -36279 | -79215 | -34360 | -81558 |
Profit Factor | 1.471 | 1.8671 | 1.1795 | 1.3299 | 1.8112 | 1.0253 |
Total Trades | 108 | 54 | 54 | 108 | 54 | 54 |
Winning Trades | 75 | 41 | 34 | 75 | 41 | 34 |
Losing Trades | 33 | 13 | 20 | 33 | 13 | 20 |
Profitability (%) | 69.4444 | 75.9259 | 62.963 | 69.4444 | 75.9259 | 62.963 |
Ratio Avg Win / Avg Loss | 0.6472 | 0.592 | 0.6938 | 0.5852 | 0.5743 | 0.6031 |
Largest Winning Trade | 18525 | 12493 | 18525 | 18440 | 17470 | 18440 |
Largest Losing Trade | -34904 | -18836 | -34904 | -79215 | -23636 | -79215 |
Avg Bars in Trades | 225 | 223 | 228 | 225 | 223 | 228 |
Avg Bars in Winners | 156 | 156 | 156 | 156 | 156 | 156 |
Avg Bars in Losers | 383 | 433 | 351 | 383 | 433 | 351 |
Bars Traded | 24386 | 12059 | 12327 | 24386 | 12059 | 12327 |
Profit Streak | 13.2855 | 13.2855 | 19.7959 | 13.2855 | 13.2855 | 19.7959 |
Trades During Streak | 7 | 3 | 4 | 7 | 3 | 4 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 440680 | -167168 | -280016 | 372834 | -167610 | -704719 |
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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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