Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 103876.8449 | 48613.1808 | 55263.6641 | 122144.2776 | 87151.5852 | 34992.6924 |
Total P&L (%) | 103.8768 | 48.6132 | 55.2637 | 122.1443 | 87.1516 | 34.9927 |
Avg Daily Profit (%) | 0.3989 | 0.1867 | 0.2122 | 0.307 | 0.241 | 0.1153 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -56501 | -17875 | -46275 | -101141 | -27524 | -84848 |
Profit Factor | 1.5149 | 1.6 | 1.4577 | 1.3496 | 1.7372 | 1.1514 |
Total Trades | 109 | 55 | 54 | 109 | 55 | 54 |
Winning Trades | 73 | 35 | 38 | 73 | 35 | 38 |
Losing Trades | 36 | 20 | 16 | 36 | 20 | 16 |
Profitability (%) | 66.9725 | 63.6364 | 70.3704 | 66.9725 | 63.6364 | 70.3704 |
Ratio Avg Win / Avg Loss | 0.7471 | 0.9143 | 0.6138 | 0.6656 | 0.9927 | 0.4848 |
Largest Winning Trade | 17702 | 10593 | 17702 | 27474 | 16296 | 27474 |
Largest Losing Trade | -23569 | -16715 | -23569 | -46699 | -23210 | -46699 |
Avg Bars in Trades | 222 | 218 | 226 | 222 | 218 | 226 |
Avg Bars in Winners | 176 | 179 | 174 | 176 | 179 | 174 |
Avg Bars in Losers | 315 | 287 | 351 | 315 | 287 | 351 |
Bars Traded | 24254 | 12024 | 12230 | 24254 | 12024 | 12230 |
Profit Streak | 5.1045 | 47.3128 | 0 | 5.1045 | 47.3128 | 0 |
Trades During Streak | 1 | 11 | 0 | 1 | 11 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 390986 | -171680 | -172686 | 326347 | -169495 | -276233 |
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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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