Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 127760.9781 | 48556.2296 | 79204.7485 | 149470.5685 | 51243.1434 | 98227.4251 |
Total P&L (%) | 127.761 | 48.5562 | 79.2047 | 149.4706 | 51.2431 | 98.2274 |
Avg Daily Profit (%) | 0.2453 | 0.0932 | 0.1521 | 0.1757 | 0.0795 | 0.1315 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -68224 | -63885 | -37996 | -66005 | -59556 | -29194 |
Profit Factor | 1.514 | 1.3273 | 1.7904 | 1.5518 | 1.3272 | 1.8596 |
Total Trades | 105 | 52 | 53 | 105 | 52 | 53 |
Winning Trades | 62 | 29 | 33 | 62 | 29 | 33 |
Losing Trades | 43 | 23 | 20 | 43 | 23 | 20 |
Profitability (%) | 59.0476 | 55.7692 | 62.2642 | 59.0476 | 55.7692 | 62.2642 |
Ratio Avg Win / Avg Loss | 1.05 | 1.0527 | 1.0851 | 1.0763 | 1.0526 | 1.127 |
Largest Winning Trade | 37439 | 37439 | 30573 | 25780 | 22599 | 25780 |
Largest Losing Trade | -22451 | -22451 | -17504 | -18723 | -18723 | -17708 |
Avg Bars in Trades | 230 | 357 | 105 | 230 | 357 | 105 |
Avg Bars in Winners | 194 | 292 | 109 | 194 | 292 | 109 |
Avg Bars in Losers | 282 | 441 | 99 | 282 | 441 | 99 |
Bars Traded | 24210 | 18614 | 5596 | 24210 | 18614 | 5596 |
Profit Streak | 7.8011 | 0 | 28.197 | 7.8011 | 0 | 28.197 |
Trades During Streak | 1 | 0 | 2 | 1 | 0 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 394544 | -249588 | -168528 | 381442 | -267728 | -193130 |
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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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