Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 132889.5455 | 72771.3839 | 60118.1616 | 166325.3823 | 97067.9404 | 69257.4419 |
Total P&L (%) | 132.8895 | 72.7714 | 60.1182 | 166.3254 | 97.0679 | 69.2574 |
Avg Daily Profit (%) | 0.5103 | 0.2794 | 0.2309 | 0.3769 | 0.2608 | 0.2023 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -28743 | -30033 | -16089 | -66190 | -44652 | -34935 |
Profit Factor | 1.861 | 1.8267 | 1.9064 | 1.685 | 1.7027 | 1.6616 |
Total Trades | 104 | 52 | 52 | 104 | 52 | 52 |
Winning Trades | 50 | 20 | 30 | 50 | 20 | 30 |
Losing Trades | 54 | 32 | 22 | 54 | 32 | 22 |
Profitability (%) | 48.0769 | 38.4615 | 57.6923 | 48.0769 | 38.4615 | 57.6923 |
Ratio Avg Win / Avg Loss | 2.0099 | 2.9228 | 1.398 | 1.8198 | 2.7243 | 1.2185 |
Largest Winning Trade | 82700 | 82700 | 16336 | 125226 | 125226 | 24472 |
Largest Losing Trade | -9115 | -6638 | -9115 | -17437 | -17437 | -13493 |
Avg Bars in Trades | 237 | 209 | 265 | 237 | 209 | 265 |
Avg Bars in Winners | 339 | 321 | 352 | 339 | 321 | 352 |
Avg Bars in Losers | 142 | 139 | 147 | 142 | 139 | 147 |
Bars Traded | 24686 | 10879 | 13807 | 24686 | 10879 | 13807 |
Profit Streak | 4.2356 | 4.2356 | 21.621 | 4.2356 | 4.2356 | 21.621 |
Trades During Streak | 3 | 1 | 4 | 3 | 1 | 4 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 462112 | -174172 | -169208 | 408826 | -174571 | -169315 |
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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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