Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 181962.9865 | 72632.8649 | 109330.1216 | 321580.0811 | 70861.5703 | 250718.5108 |
Total P&L (%) | 181.963 | 72.6329 | 109.3301 | 321.5801 | 70.8616 | 250.7185 |
Avg Daily Profit (%) | 0.2748 | 0.1097 | 0.1651 | 0.2176 | 0.0809 | 0.1897 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -53307 | -50818 | -46484 | -146729 | -172593 | -47148 |
Profit Factor | 1.765 | 1.6483 | 1.8689 | 1.7232 | 1.2801 | 2.308 |
Total Trades | 103 | 51 | 52 | 103 | 51 | 52 |
Winning Trades | 41 | 17 | 24 | 41 | 17 | 24 |
Losing Trades | 62 | 34 | 28 | 62 | 34 | 28 |
Profitability (%) | 39.8058 | 33.3333 | 46.1538 | 39.8058 | 33.3333 | 46.1538 |
Ratio Avg Win / Avg Loss | 2.669 | 3.2966 | 2.1804 | 2.6059 | 2.5603 | 2.6926 |
Largest Winning Trade | 30427 | 28407 | 30427 | 79284 | 72362 | 79284 |
Largest Losing Trade | -15392 | -7173 | -15392 | -29365 | -25962 | -29365 |
Avg Bars in Trades | 152 | 150 | 153 | 152 | 150 | 153 |
Avg Bars in Winners | 264 | 269 | 261 | 264 | 269 | 261 |
Avg Bars in Losers | 77 | 91 | 61 | 77 | 91 | 61 |
Bars Traded | 15692 | 7693 | 7998 | 15692 | 7693 | 7998 |
Profit Streak | 403.1238 | 406.2488 | 403.1238 | 403.1238 | 406.2488 | 403.1238 |
Trades During Streak | 2 | 1 | 1 | 2 | 1 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 315346 | -229484 | -170215 | 294820 | -269881 | -169158 |
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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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