Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 82149.9914 | 45725.4189 | 36424.5726 | 87388.8107 | 55177.2226 | 32211.588 |
Total P&L (%) | 82.15 | 45.7254 | 36.4246 | 87.3888 | 55.1772 | 32.2116 |
Avg Daily Profit (%) | 0.3155 | 0.1756 | 0.1399 | 0.2414 | 0.1689 | 0.1073 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -31762 | -26738 | -26814 | -57367 | -38008 | -42330 |
Profit Factor | 1.4087 | 1.4308 | 1.384 | 1.2861 | 1.3512 | 1.2172 |
Total Trades | 105 | 52 | 53 | 105 | 52 | 53 |
Winning Trades | 77 | 37 | 40 | 77 | 37 | 40 |
Losing Trades | 28 | 15 | 13 | 28 | 15 | 13 |
Profitability (%) | 73.3333 | 71.1538 | 75.4717 | 73.3333 | 71.1538 | 75.4717 |
Ratio Avg Win / Avg Loss | 0.5123 | 0.5801 | 0.4498 | 0.4677 | 0.5478 | 0.3956 |
Largest Winning Trade | 13840 | 13840 | 8350 | 15175 | 15175 | 12413 |
Largest Losing Trade | -18059 | -18059 | -17757 | -26189 | -22302 | -26189 |
Avg Bars in Trades | 228 | 229 | 228 | 228 | 229 | 228 |
Avg Bars in Winners | 120 | 107 | 133 | 120 | 107 | 133 |
Avg Bars in Losers | 525 | 530 | 518 | 525 | 530 | 518 |
Bars Traded | 24022 | 11936 | 12086 | 24022 | 11936 | 12086 |
Profit Streak | 3.0261 | 10.2761 | 3.0261 | 3.0261 | 10.2761 | 3.0261 |
Trades During Streak | 4 | 3 | 2 | 4 | 3 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 346867 | -172254 | -188734 | 297128 | -172073 | -233577 |
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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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