Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 93699.3458 | 38335.2607 | 55364.0851 | 98933.7656 | 30911.7071 | 68022.0585 |
Total P&L (%) | 93.6993 | 38.3353 | 55.3641 | 98.9338 | 30.9117 | 68.0221 |
Avg Daily Profit (%) | 0.3598 | 0.1472 | 0.2126 | 0.2645 | 0.1035 | 0.1995 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -37011 | -44018 | -39388 | -105627 | -75148 | -102144 |
Profit Factor | 1.4288 | 1.3011 | 1.6071 | 1.2252 | 1.1239 | 1.3581 |
Total Trades | 102 | 51 | 51 | 102 | 51 | 51 |
Winning Trades | 55 | 25 | 30 | 55 | 25 | 30 |
Losing Trades | 47 | 26 | 21 | 47 | 26 | 21 |
Profitability (%) | 53.9216 | 49.0196 | 58.8235 | 53.9216 | 49.0196 | 58.8235 |
Ratio Avg Win / Avg Loss | 1.221 | 1.3532 | 1.125 | 1.0469 | 1.1689 | 0.9506 |
Largest Winning Trade | 26838 | 26838 | 16216 | 37041 | 37041 | 24565 |
Largest Losing Trade | -18854 | -13013 | -18854 | -50976 | -24791 | -50976 |
Avg Bars in Trades | 240 | 257 | 223 | 240 | 257 | 223 |
Avg Bars in Winners | 237 | 256 | 221 | 237 | 256 | 221 |
Avg Bars in Losers | 244 | 259 | 225 | 244 | 259 | 225 |
Bars Traded | 24545 | 13152 | 11392 | 24545 | 13152 | 11392 |
Profit Streak | 3.6067 | 0 | 9.888 | 3.6067 | 0 | 9.888 |
Trades During Streak | 1 | 0 | 2 | 1 | 0 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 311725 | -180643 | -170518 | 237580 | -323901 | -172945 |
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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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