Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 75099.445 | 36469.0056 | 38630.4394 | 68891.0869 | 41972.4998 | 26918.5871 |
Total P&L (%) | 75.0994 | 36.469 | 38.6304 | 68.8911 | 41.9725 | 26.9186 |
Avg Daily Profit (%) | 0.2884 | 0.14 | 0.1483 | 0.2014 | 0.1347 | 0.0916 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -42147 | -40148 | -26240 | -80362 | -60245 | -44165 |
Profit Factor | 1.3493 | 1.292 | 1.4289 | 1.2093 | 1.2232 | 1.1908 |
Total Trades | 106 | 53 | 53 | 106 | 53 | 53 |
Winning Trades | 49 | 20 | 29 | 49 | 20 | 29 |
Losing Trades | 57 | 33 | 24 | 57 | 33 | 24 |
Profitability (%) | 46.2264 | 37.7358 | 54.717 | 46.2264 | 37.7358 | 54.717 |
Ratio Avg Win / Avg Loss | 1.5696 | 2.1317 | 1.1825 | 1.4068 | 2.0183 | 0.9855 |
Largest Winning Trade | 24209 | 24209 | 17812 | 43150 | 43150 | 18082 |
Largest Losing Trade | -11355 | -10814 | -11355 | -21608 | -21608 | -21574 |
Avg Bars in Trades | 233 | 235 | 231 | 233 | 235 | 231 |
Avg Bars in Winners | 326 | 355 | 305 | 326 | 355 | 305 |
Avg Bars in Losers | 153 | 162 | 141 | 153 | 162 | 141 |
Bars Traded | 24728 | 12471 | 12257 | 24728 | 12471 | 12257 |
Profit Streak | 10.321 | 11.5397 | 10.321 | 10.321 | 11.5397 | 10.321 |
Trades During Streak | 3 | 2 | 1 | 3 | 2 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 317860 | -192608 | -176677 | 217654 | -199702 | -266558 |
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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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