Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 102669.7965 | 41230.7641 | 61439.0325 | 134517.4118 | 59233.4036 | 75284.0082 |
Total P&L (%) | 102.6698 | 41.2308 | 61.439 | 134.5174 | 59.2334 | 75.284 |
Avg Daily Profit (%) | 0.3942 | 0.1583 | 0.2359 | 0.3278 | 0.1788 | 0.2157 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -47824 | -33050 | -33592 | -68600 | -52984 | -60213 |
Profit Factor | 1.5932 | 1.5761 | 1.6052 | 1.4611 | 1.5071 | 1.4304 |
Total Trades | 102 | 51 | 51 | 102 | 51 | 51 |
Winning Trades | 60 | 28 | 32 | 60 | 28 | 32 |
Losing Trades | 42 | 23 | 19 | 42 | 23 | 19 |
Profitability (%) | 58.8235 | 54.902 | 62.7451 | 58.8235 | 54.902 | 62.7451 |
Ratio Avg Win / Avg Loss | 1.1152 | 1.2947 | 0.9531 | 1.0228 | 1.2379 | 0.8493 |
Largest Winning Trade | 17910 | 14529 | 17910 | 26005 | 15506 | 26005 |
Largest Losing Trade | -15029 | -9449 | -15029 | -33884 | -16178 | -33884 |
Avg Bars in Trades | 237 | 255 | 219 | 237 | 255 | 219 |
Avg Bars in Winners | 210 | 222 | 199 | 210 | 222 | 199 |
Avg Bars in Losers | 276 | 295 | 253 | 276 | 295 | 253 |
Bars Traded | 24199 | 13015 | 11184 | 24199 | 13015 | 11184 |
Profit Streak | 10.3441 | 10.542 | 10.3441 | 10.3441 | 10.542 | 10.3441 |
Trades During Streak | 3 | 2 | 1 | 3 | 2 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 457701 | -172794 | -171525 | 408215 | -171646 | -172173 |
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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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