Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 148050.5327 | 92522.8511 | 55527.6816 | 193128.7469 | 162412.5326 | 30716.2143 |
Total P&L (%) | 148.0505 | 92.5229 | 55.5277 | 193.1287 | 162.4125 | 30.7162 |
Avg Daily Profit (%) | 0.5559 | 0.3474 | 0.2085 | 0.4046 | 0.3629 | 0.1006 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -59893 | -23686 | -66564 | -141519 | -51185 | -158017 |
Profit Factor | 1.6049 | 1.8282 | 1.4174 | 1.44 | 1.8659 | 1.1222 |
Total Trades | 104 | 52 | 52 | 104 | 52 | 52 |
Winning Trades | 50 | 24 | 26 | 50 | 24 | 26 |
Losing Trades | 54 | 28 | 26 | 54 | 28 | 26 |
Profitability (%) | 48.0769 | 46.1538 | 50 | 48.0769 | 46.1538 | 50 |
Ratio Avg Win / Avg Loss | 1.7333 | 2.1328 | 1.4174 | 1.5552 | 2.1768 | 1.1222 |
Largest Winning Trade | 42537 | 42537 | 25603 | 80572 | 80572 | 41161 |
Largest Losing Trade | -17320 | -15352 | -17320 | -34733 | -20400 | -34733 |
Avg Bars in Trades | 119 | 119 | 120 | 119 | 119 | 120 |
Avg Bars in Winners | 164 | 163 | 164 | 164 | 163 | 164 |
Avg Bars in Losers | 79 | 81 | 76 | 79 | 81 | 76 |
Bars Traded | 12476 | 6206 | 6270 | 12476 | 6206 | 6270 |
Profit Streak | 274.1724 | 274.1724 | 284.1724 | 274.1724 | 274.1724 | 284.1724 |
Trades During Streak | 3 | 1 | 4 | 3 | 1 | 4 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 475301 | -169989 | -172531 | 393220 | -169784 | -327829 |
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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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