Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 125387.2256 | 84490.3962 | 40896.8294 | 147358.9037 | 119501.0767 | 27857.827 |
Total P&L (%) | 125.3872 | 84.4904 | 40.8968 | 147.3589 | 119.5011 | 27.8578 |
Avg Daily Profit (%) | 0.4708 | 0.3173 | 0.1536 | 0.3407 | 0.2957 | 0.0923 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -36313 | -25343 | -49156 | -65423 | -33261 | -94360 |
Profit Factor | 1.5464 | 1.8848 | 1.3052 | 1.4695 | 1.9236 | 1.151 |
Total Trades | 92 | 46 | 46 | 92 | 46 | 46 |
Winning Trades | 45 | 22 | 23 | 45 | 22 | 23 |
Losing Trades | 47 | 24 | 23 | 47 | 24 | 23 |
Profitability (%) | 48.913 | 47.8261 | 50 | 48.913 | 47.8261 | 50 |
Ratio Avg Win / Avg Loss | 1.6151 | 2.0561 | 1.3052 | 1.5348 | 2.0985 | 1.151 |
Largest Winning Trade | 32083 | 32083 | 25629 | 47189 | 47189 | 35429 |
Largest Losing Trade | -18571 | -10201 | -18571 | -29932 | -16687 | -29932 |
Avg Bars in Trades | 132 | 134 | 129 | 132 | 134 | 129 |
Avg Bars in Winners | 167 | 180 | 154 | 167 | 180 | 154 |
Avg Bars in Losers | 98 | 92 | 105 | 98 | 92 | 105 |
Bars Traded | 12161 | 6191 | 5971 | 12161 | 6191 | 5971 |
Profit Streak | 271.289 | 0 | 292.7473 | 271.289 | 0 | 292.7473 |
Trades During Streak | 1 | 0 | 5 | 1 | 0 | 5 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 420165 | 361893 | 190252 | 363192 | 357941 | -127373 |
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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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