Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 123080.7579 | 79187.7014 | 43893.0565 | 132657.5708 | 85593.8463 | 47063.7245 |
Total P&L (%) | 123.0808 | 79.1877 | 43.8931 | 132.6576 | 85.5938 | 47.0637 |
Avg Daily Profit (%) | 0.4622 | 0.2974 | 0.1648 | 0.3176 | 0.2325 | 0.1449 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -52794 | -44581 | -41359 | -66043 | -36475 | -61004 |
Profit Factor | 1.5078 | 1.6767 | 1.3502 | 1.5172 | 1.6726 | 1.3641 |
Total Trades | 114 | 57 | 57 | 114 | 57 | 57 |
Winning Trades | 51 | 27 | 24 | 51 | 27 | 24 |
Losing Trades | 63 | 30 | 33 | 63 | 30 | 33 |
Profitability (%) | 44.7368 | 47.3684 | 42.1053 | 44.7368 | 47.3684 | 42.1053 |
Ratio Avg Win / Avg Loss | 1.8626 | 1.863 | 1.8565 | 1.8741 | 1.8585 | 1.8757 |
Largest Winning Trade | 44039 | 44039 | 25341 | 47038 | 47038 | 32275 |
Largest Losing Trade | -14987 | -12127 | -14987 | -17667 | -17667 | -16201 |
Avg Bars in Trades | 109 | 120 | 99 | 109 | 120 | 99 |
Avg Bars in Winners | 153 | 152 | 155 | 153 | 152 | 155 |
Avg Bars in Losers | 74 | 91 | 58 | 74 | 91 | 58 |
Bars Traded | 12527 | 6861 | 5666 | 12527 | 6861 | 5666 |
Profit Streak | 266.6691 | 266.6691 | 288.44 | 266.6691 | 266.6691 | 288.44 |
Trades During Streak | 3 | 1 | 5 | 3 | 1 | 5 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 380050 | -170236 | -176165 | 337608 | -170799 | -182678 |
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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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