Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 173635.5338 | 104288.5065 | 69347.0273 | 285503.613 | 197826.2433 | 87677.3698 |
Total P&L (%) | 173.6355 | 104.2885 | 69.347 | 285.5036 | 197.8262 | 87.6774 |
Avg Daily Profit (%) | 0.652 | 0.3916 | 0.2604 | 0.508 | 0.4106 | 0.2367 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -42193 | -38226 | -32981 | -131282 | -66262 | -106025 |
Profit Factor | 1.7431 | 1.9693 | 1.55 | 1.7553 | 2.2465 | 1.3998 |
Total Trades | 106 | 53 | 53 | 106 | 53 | 53 |
Winning Trades | 48 | 23 | 25 | 48 | 23 | 25 |
Losing Trades | 58 | 30 | 28 | 58 | 30 | 28 |
Profitability (%) | 45.283 | 43.3962 | 47.1698 | 45.283 | 43.3962 | 47.1698 |
Ratio Avg Win / Avg Loss | 2.1062 | 2.5686 | 1.7361 | 2.1209 | 2.9302 | 1.5678 |
Largest Winning Trade | 43272 | 43272 | 25317 | 104949 | 104949 | 50233 |
Largest Losing Trade | -12961 | -7620 | -12961 | -37578 | -19844 | -37578 |
Avg Bars in Trades | 117 | 117 | 117 | 117 | 117 | 117 |
Avg Bars in Winners | 185 | 179 | 190 | 185 | 179 | 190 |
Avg Bars in Losers | 61 | 69 | 52 | 61 | 69 | 52 |
Bars Traded | 12470 | 6222 | 6248 | 12470 | 6222 | 6248 |
Profit Streak | 274.8558 | 274.8558 | 285.0225 | 274.8558 | 274.8558 | 285.0225 |
Trades During Streak | 3 | 1 | 4 | 3 | 1 | 4 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 475534 | -170411 | -170345 | 432065 | -169714 | -171423 |
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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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