Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 88086.4388 | 42409.1742 | 45677.2647 | 81271.7096 | 49481.8168 | 31789.8927 |
Total P&L (%) | 88.0864 | 42.4092 | 45.6773 | 81.2717 | 49.4818 | 31.7899 |
Avg Daily Profit (%) | 0.3382 | 0.1628 | 0.1754 | 0.2287 | 0.1545 | 0.1061 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -45198 | -40137 | -47205 | -57470 | -45569 | -76564 |
Profit Factor | 1.3715 | 1.394 | 1.3529 | 1.2731 | 1.388 | 1.1869 |
Total Trades | 116 | 58 | 58 | 116 | 58 | 58 |
Winning Trades | 75 | 34 | 41 | 75 | 34 | 41 |
Losing Trades | 41 | 24 | 17 | 41 | 24 | 17 |
Profitability (%) | 64.6552 | 58.6207 | 70.6897 | 64.6552 | 58.6207 | 70.6897 |
Ratio Avg Win / Avg Loss | 0.7498 | 0.984 | 0.5609 | 0.696 | 0.9798 | 0.4921 |
Largest Winning Trade | 15656 | 15656 | 13598 | 17912 | 17912 | 15829 |
Largest Losing Trade | -23425 | -20207 | -23425 | -32155 | -22314 | -32155 |
Avg Bars in Trades | 206 | 214 | 199 | 206 | 214 | 199 |
Avg Bars in Winners | 168 | 165 | 170 | 168 | 165 | 170 |
Avg Bars in Losers | 277 | 283 | 269 | 277 | 283 | 269 |
Bars Traded | 24007 | 12422 | 11585 | 24007 | 12422 | 11585 |
Profit Streak | 14.5758 | 14.5758 | 14.8466 | 14.5758 | 14.5758 | 14.8466 |
Trades During Streak | 3 | 1 | 2 | 3 | 1 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 358603 | -175455 | -173262 | 303228 | -174935 | -248650 |
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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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