Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 187932.9826 | 112915.2033 | 75017.7794 | 341924.1254 | 224469.8859 | 117454.2395 |
Total P&L (%) | 187.933 | 112.9152 | 75.0178 | 341.9241 | 224.4699 | 117.4542 |
Avg Daily Profit (%) | 0.7057 | 0.424 | 0.2817 | 0.5595 | 0.443 | 0.2921 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -32772 | -23754 | -38255 | -117437 | -74438 | -115533 |
Profit Factor | 1.9356 | 2.1963 | 1.7045 | 1.8668 | 2.2334 | 1.5528 |
Total Trades | 84 | 42 | 42 | 84 | 42 | 42 |
Winning Trades | 43 | 24 | 19 | 43 | 24 | 19 |
Losing Trades | 41 | 18 | 23 | 41 | 18 | 23 |
Profitability (%) | 51.1905 | 57.1429 | 45.2381 | 51.1905 | 57.1429 | 45.2381 |
Ratio Avg Win / Avg Loss | 1.8456 | 1.6473 | 2.0633 | 1.78 | 1.675 | 1.8797 |
Largest Winning Trade | 45411 | 45411 | 34356 | 108142 | 108142 | 59598 |
Largest Losing Trade | -14848 | -13170 | -14848 | -54545 | -29442 | -54545 |
Avg Bars in Trades | 148 | 150 | 146 | 148 | 150 | 146 |
Avg Bars in Winners | 211 | 202 | 221 | 211 | 202 | 221 |
Avg Bars in Losers | 82 | 79 | 85 | 82 | 79 | 85 |
Bars Traded | 12467 | 6304 | 6163 | 12467 | 6304 | 6163 |
Profit Streak | 290.3503 | 290.3503 | 300.5378 | 290.3503 | 290.3503 | 300.5378 |
Trades During Streak | 3 | 1 | 3 | 3 | 1 | 3 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 574895 | 500234 | 349596 | 525150 | 508637 | 335169 |
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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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