Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 102436.0939 | 42028.3412 | 60407.7528 | 93494.7709 | 55525.7178 | 37969.0531 |
Total P&L (%) | 102.4361 | 42.0283 | 60.4078 | 93.4948 | 55.5257 | 37.9691 |
Avg Daily Profit (%) | 0.3934 | 0.1614 | 0.232 | 0.2538 | 0.1697 | 0.1237 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -59572 | -39550 | -40913 | -149787 | -48723 | -102890 |
Profit Factor | 1.3294 | 1.2757 | 1.381 | 1.1644 | 1.2082 | 1.1257 |
Total Trades | 138 | 69 | 69 | 138 | 69 | 69 |
Winning Trades | 60 | 27 | 33 | 60 | 27 | 33 |
Losing Trades | 78 | 42 | 36 | 78 | 42 | 36 |
Profitability (%) | 43.4783 | 39.1304 | 47.8261 | 43.4783 | 39.1304 | 47.8261 |
Ratio Avg Win / Avg Loss | 1.7282 | 1.9845 | 1.5065 | 1.5137 | 1.8795 | 1.2281 |
Largest Winning Trade | 39532 | 39532 | 23958 | 59568 | 59568 | 45189 |
Largest Losing Trade | -14566 | -14566 | -10173 | -23501 | -21959 | -23501 |
Avg Bars in Trades | 178 | 174 | 182 | 178 | 174 | 182 |
Avg Bars in Winners | 245 | 245 | 246 | 245 | 245 | 246 |
Avg Bars in Losers | 126 | 128 | 124 | 126 | 128 | 124 |
Bars Traded | 24638 | 12025 | 12613 | 24638 | 12025 | 12613 |
Profit Streak | 11.6718 | 11.6718 | 14.2655 | 11.6718 | 11.6718 | 14.2655 |
Trades During Streak | 3 | 1 | 2 | 3 | 1 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 309620 | -100655 | -94179 | -32529 | -99920 | -215678 |
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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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