Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 115928.0757 | 44130.9858 | 71797.0898 | 177261.8277 | 78235.4511 | 99026.3767 |
Total P&L (%) | 115.9281 | 44.131 | 71.7971 | 177.2618 | 78.2355 | 99.0264 |
Avg Daily Profit (%) | 0.4452 | 0.1695 | 0.2757 | 0.3924 | 0.2222 | 0.2646 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -26896 | -18402 | -20892 | -58898 | -26607 | -46796 |
Profit Factor | 1.8298 | 1.6048 | 2.0759 | 1.6202 | 1.5679 | 1.6688 |
Total Trades | 106 | 53 | 53 | 106 | 53 | 53 |
Winning Trades | 79 | 36 | 43 | 79 | 36 | 43 |
Losing Trades | 27 | 17 | 10 | 27 | 17 | 10 |
Profitability (%) | 74.5283 | 67.9245 | 81.1321 | 74.5283 | 67.9245 | 81.1321 |
Ratio Avg Win / Avg Loss | 0.6254 | 0.7578 | 0.4828 | 0.5537 | 0.7404 | 0.3881 |
Largest Winning Trade | 13507 | 10014 | 13507 | 21297 | 15299 | 21297 |
Largest Losing Trade | -20892 | -18402 | -20892 | -46796 | -22834 | -46796 |
Avg Bars in Trades | 226 | 250 | 201 | 226 | 250 | 201 |
Avg Bars in Winners | 127 | 134 | 121 | 127 | 134 | 121 |
Avg Bars in Losers | 515 | 497 | 544 | 515 | 497 | 544 |
Bars Traded | 23980 | 13295 | 10685 | 23980 | 13295 | 10685 |
Profit Streak | 4.9839 | 4.9839 | 19.0985 | 4.9839 | 4.9839 | 19.0985 |
Trades During Streak | 4 | 2 | 3 | 4 | 2 | 3 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 519021 | -172192 | -166542 | 488210 | -170092 | -167423 |
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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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