Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 137446.5845 | 81979.2556 | 55467.3289 | 169088.4019 | 103305.8492 | 65782.5527 |
Total P&L (%) | 137.4466 | 81.9793 | 55.4673 | 169.0884 | 103.3058 | 65.7826 |
Avg Daily Profit (%) | 0.5278 | 0.3148 | 0.213 | 0.3808 | 0.2728 | 0.1943 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -23559 | -23363 | -13183 | -64082 | -55017 | -29009 |
Profit Factor | 1.859 | 1.9685 | 1.736 | 1.6619 | 1.7377 | 1.57 |
Total Trades | 108 | 54 | 54 | 108 | 54 | 54 |
Winning Trades | 51 | 21 | 30 | 51 | 21 | 30 |
Losing Trades | 57 | 33 | 24 | 57 | 33 | 24 |
Profitability (%) | 47.2222 | 38.8889 | 55.5556 | 47.2222 | 38.8889 | 55.5556 |
Ratio Avg Win / Avg Loss | 2.0777 | 3.0934 | 1.3888 | 1.8575 | 2.7306 | 1.256 |
Largest Winning Trade | 89470 | 89470 | 15927 | 135391 | 135391 | 16348 |
Largest Losing Trade | -12932 | -7927 | -12932 | -20767 | -20767 | -16770 |
Avg Bars in Trades | 229 | 205 | 253 | 229 | 205 | 253 |
Avg Bars in Winners | 332 | 312 | 346 | 332 | 312 | 346 |
Avg Bars in Losers | 137 | 137 | 136 | 137 | 137 | 136 |
Bars Traded | 24766 | 11097 | 13669 | 24766 | 11097 | 13669 |
Profit Streak | 1.233 | 3.4934 | 0 | 1.233 | 3.4934 | 0 |
Trades During Streak | 1 | 1 | 0 | 1 | 1 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 324925 | -174117 | -171787 | 266016 | -174921 | -171705 |
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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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