Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 121370.8406 | 74220.4604 | 47150.3802 | 132193.2062 | 89739.7014 | 42453.5048 |
Total P&L (%) | 121.3708 | 74.2205 | 47.1504 | 132.1932 | 89.7397 | 42.4535 |
Avg Daily Profit (%) | 0.4661 | 0.285 | 0.1811 | 0.324 | 0.2462 | 0.136 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -31993 | -32565 | -20270 | -81557 | -57161 | -45479 |
Profit Factor | 1.6574 | 1.7796 | 1.5273 | 1.4643 | 1.6103 | 1.3084 |
Total Trades | 103 | 51 | 52 | 103 | 51 | 52 |
Winning Trades | 49 | 20 | 29 | 49 | 20 | 29 |
Losing Trades | 54 | 31 | 23 | 54 | 31 | 23 |
Profitability (%) | 47.5728 | 39.2157 | 55.7692 | 47.5728 | 39.2157 | 55.7692 |
Ratio Avg Win / Avg Loss | 1.8265 | 2.7584 | 1.2113 | 1.6137 | 2.4959 | 1.0377 |
Largest Winning Trade | 82606 | 82606 | 13962 | 128010 | 128010 | 27443 |
Largest Losing Trade | -10782 | -8320 | -10782 | -20652 | -17656 | -20652 |
Avg Bars in Trades | 240 | 213 | 265 | 240 | 213 | 265 |
Avg Bars in Winners | 349 | 338 | 356 | 349 | 338 | 356 |
Avg Bars in Losers | 140 | 132 | 151 | 140 | 132 | 151 |
Bars Traded | 24724 | 10896 | 13828 | 24724 | 10896 | 13828 |
Profit Streak | 16.2815 | 20.0627 | 16.2815 | 16.2815 | 20.0627 | 16.2815 |
Trades During Streak | 4 | 3 | 2 | 4 | 3 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 450200 | -172452 | -172288 | 372651 | -173110 | -193019 |
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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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