Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 118717.373 | 56606.1589 | 62111.2141 | 144369.4564 | 93959.0048 | 50410.4517 |
Total P&L (%) | 118.7174 | 56.6062 | 62.1112 | 144.3695 | 93.959 | 50.4105 |
Avg Daily Profit (%) | 0.4559 | 0.2174 | 0.2385 | 0.3437 | 0.2547 | 0.1569 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -53225 | -56536 | -24296 | -70978 | -46986 | -58784 |
Profit Factor | 1.5005 | 1.4008 | 1.647 | 1.3921 | 1.44 | 1.326 |
Total Trades | 105 | 53 | 52 | 105 | 53 | 52 |
Winning Trades | 46 | 20 | 26 | 46 | 20 | 26 |
Losing Trades | 59 | 33 | 26 | 59 | 33 | 26 |
Profitability (%) | 43.8095 | 37.7358 | 50 | 43.8095 | 37.7358 | 50 |
Ratio Avg Win / Avg Loss | 1.9245 | 2.3114 | 1.647 | 1.7856 | 2.376 | 1.326 |
Largest Winning Trade | 37943 | 37943 | 18636 | 44300 | 44300 | 20710 |
Largest Losing Trade | -13350 | -13252 | -13350 | -32137 | -25472 | -32137 |
Avg Bars in Trades | 234 | 259 | 207 | 234 | 259 | 207 |
Avg Bars in Winners | 291 | 317 | 272 | 291 | 317 | 272 |
Avg Bars in Losers | 189 | 225 | 143 | 189 | 225 | 143 |
Bars Traded | 24585 | 13771 | 10814 | 24585 | 13771 | 10814 |
Profit Streak | 8.3727 | 14.6852 | 8.3727 | 8.3727 | 14.6852 | 8.3727 |
Trades During Streak | 3 | 3 | 1 | 3 | 3 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 369315 | -176041 | -170235 | 310970 | -174589 | -174589 |
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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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