Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 94080.7775 | 71645.1936 | 22435.5839 | 57156.2139 | 33259.0451 | 23897.1688 |
Total P&L (%) | 94.0808 | 71.6452 | 22.4356 | 57.1562 | 33.259 | 23.8972 |
Avg Daily Profit (%) | 1.0838 | 0.8253 | 0.2584 | 0.5221 | 0.3313 | 0.2471 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -57423 | -34918 | -22748 | -100201 | -57611 | -42836 |
Profit Factor | 1.5309 | 1.67 | 1.3193 | 1.2206 | 1.2151 | 1.2289 |
Total Trades | 109 | 54 | 55 | 109 | 54 | 55 |
Winning Trades | 36 | 13 | 23 | 36 | 13 | 23 |
Losing Trades | 73 | 41 | 32 | 73 | 41 | 32 |
Profitability (%) | 33.0275 | 24.0741 | 41.8182 | 33.0275 | 24.0741 | 41.8182 |
Ratio Avg Win / Avg Loss | 3.1044 | 5.267 | 1.8356 | 2.4752 | 3.8321 | 1.7097 |
Largest Winning Trade | 110120 | 110120 | 16506 | 91183 | 91183 | 27664 |
Largest Losing Trade | -13443 | -12197 | -13443 | -24580 | -24261 | -24580 |
Avg Bars in Trades | 225 | 192 | 259 | 225 | 192 | 259 |
Avg Bars in Winners | 458 | 463 | 456 | 458 | 463 | 456 |
Avg Bars in Losers | 111 | 105 | 117 | 111 | 105 | 117 |
Bars Traded | 24627 | 10376 | 14251 | 24627 | 10376 | 14251 |
Profit Streak | 4.7165 | 4.7165 | 5.1644 | 4.7165 | 4.7165 | 5.1644 |
Trades During Streak | 5 | 2 | 3 | 5 | 2 | 3 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 315339 | -199324 | -179409 | 121872 | -208661 | -179083 |
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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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