Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 138246.9568 | 61100.4586 | 77146.4982 | 192345.6068 | 143196.0132 | 49149.5936 |
Total P&L (%) | 138.247 | 61.1005 | 77.1465 | 192.3456 | 143.196 | 49.1496 |
Avg Daily Profit (%) | 0.5309 | 0.2346 | 0.2962 | 0.4128 | 0.3418 | 0.1536 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -58836 | -36955 | -47795 | -224830 | -67186 | -182555 |
Profit Factor | 1.638 | 1.5496 | 1.7312 | 1.3144 | 1.5063 | 1.1494 |
Total Trades | 110 | 55 | 55 | 110 | 55 | 55 |
Winning Trades | 58 | 29 | 29 | 58 | 29 | 29 |
Losing Trades | 52 | 26 | 26 | 52 | 26 | 26 |
Profitability (%) | 52.7273 | 52.7273 | 52.7273 | 52.7273 | 52.7273 | 52.7273 |
Ratio Avg Win / Avg Loss | 1.4686 | 1.3893 | 1.5521 | 1.1784 | 1.3504 | 1.0305 |
Largest Winning Trade | 44608 | 44608 | 22686 | 101015 | 101015 | 51354 |
Largest Losing Trade | -14239 | -10153 | -14239 | -48656 | -31958 | -48656 |
Avg Bars in Trades | 224 | 226 | 221 | 224 | 226 | 221 |
Avg Bars in Winners | 287 | 288 | 285 | 287 | 288 | 285 |
Avg Bars in Losers | 153 | 156 | 150 | 153 | 156 | 150 |
Bars Traded | 24647 | 12452 | 12195 | 24647 | 12452 | 12195 |
Profit Streak | 5.1204 | 0 | 16.11 | 5.1204 | 0 | 16.11 |
Trades During Streak | 1 | 0 | 3 | 1 | 0 | 3 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 446563 | -172164 | -167889 | 344757 | -170919 | -229985 |
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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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