Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 174818.0997 | 109292.9383 | 65525.1614 | 253206.2582 | 167662.6574 | 85543.6008 |
Total P&L (%) | 174.8181 | 109.2929 | 65.5252 | 253.2063 | 167.6627 | 85.5436 |
Avg Daily Profit (%) | 0.6564 | 0.4104 | 0.246 | 0.475 | 0.3704 | 0.2324 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -48080 | -33419 | -56874 | -110348 | -78308 | -159873 |
Profit Factor | 1.6527 | 1.9652 | 1.4238 | 1.4339 | 1.7232 | 1.2432 |
Total Trades | 117 | 58 | 59 | 117 | 58 | 59 |
Winning Trades | 66 | 35 | 31 | 66 | 35 | 31 |
Losing Trades | 51 | 23 | 28 | 51 | 23 | 28 |
Profitability (%) | 56.4103 | 60.3448 | 52.5424 | 56.4103 | 60.3448 | 52.5424 |
Ratio Avg Win / Avg Loss | 1.2771 | 1.2914 | 1.286 | 1.108 | 1.1324 | 1.1229 |
Largest Winning Trade | 34644 | 34644 | 30183 | 91506 | 91506 | 80498 |
Largest Losing Trade | -26738 | -26738 | -24153 | -63099 | -63099 | -54037 |
Avg Bars in Trades | 105 | 103 | 107 | 105 | 103 | 107 |
Avg Bars in Winners | 112 | 104 | 121 | 112 | 104 | 121 |
Avg Bars in Losers | 96 | 102 | 91 | 96 | 102 | 91 |
Bars Traded | 12349 | 6028 | 6321 | 12349 | 6028 | 6321 |
Profit Streak | 280.3887 | 281.2012 | 280.3887 | 280.3887 | 281.2012 | 280.3887 |
Trades During Streak | 2 | 1 | 1 | 2 | 1 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 513897 | -167461 | -168582 | 417842 | -168270 | -169504 |
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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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